Course Applied Portfolio Management and Sustainability (M.Sc.)

Dear Students,

In the upcoming summer term 2023, the Chair of Financial Services (BWLV) offers the course "Applied Portfolio Management and Sustainability" (6CP) for Master students.

Students will improve their understanding of the key concepts of asset pricing and sustainable investment management while being able to empirically implement these theoretical concepts using data sets and programming skills. Module content consists of, but is not limited to:

• Multifactor models

• Cross-sectional anomalies

• Quantitative investment strategies

• ESG integration

• Performance evaluation of professional asset managers

At the end of the term, the students will present their results to one of the leading asset managers for sustainability. We also welcome applications from Economics students as the course will also cover causal inference topics and theoretical models.

Since we can only accept a limited number of participants, please send me a meaningful performance record (and bachelor’s degree certificate, Flex Now Master and CV, if applicable) by 04/01/2023 to fabio.martin@wi.jlug.de with the keyword "ESG 2023". You will be notified by 04/5/2023 whether you have been accepted for the course.

Grading is based on a research paper and a presentation.