The Portfolio Management Program (PMP) provides students an ideal platform to apply state-of-the art concepts and recent developments from academic and applied research to “real-money” asset management. Thus the PMP is a very innovative teaching concept that enables students to combine theory and practice by not only learning from brilliant academics and practitioners but also by experiencing the real market behavior. Students also learn how to work with financial data providers (e.g. Bloomberg), how to properly analyze financial data, how to make decisions within groups, how to negotiate prices with counterparties and execute trades and finally how to make presentations in front of critical audiences of their peers, professors and experts.

The three investment frameworks employed are as follows:

  1. Entrepreneurial ZZ Group 
  2. Quantitative Risk Premia Group 
  3. Academic Macro Finance Group 

All groups are required to set up an adequate risk management process as well as develop a suitable documentation and controlling process within the predetermined framework. For further information about the specific strategies, please visit the following site:

PMP Investment strategies