Portfolio management

At HU, students can participate in an extracurricular Portfolio Management Program (PMP), sponsored by ZZ Vermögensverwaltung. Three teams of students manage portfolios of about 1m Euro each, competing with each other and similar teams in Zurich and Vienna.

My team's work is based on insights from the academic literature on asset management. For example, the equity portion of our portfolio is based on our implementation of the optimization algorithm proposed by Brandt et al., 2009, Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns, published in the Review of Financial Studies.

The PMP is primarily intended for Master students. Students should apply for admission to the PMP right at the start of their Master studies because the program is a two-year program. HU Bachelor students who plan to participate in the program (during their Master studies) can prepare for this by taking the course "Financial Markets: Economic Theory and Practice".