BE INSPIRED

"The CDSB core courses and especially the electives are very useful because they equip us with solid skills in our field of research as well as in related fields." Kirstin Becker, CDSB

Course Catalog

Fall 2012


Course Type: core course

Course Number: ACC/TAX910

Credits: 6

Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
05.09.12
26.12.12
Wednesday
17:15
18:45
O251


Course Type: core course

Course Number: ACC801

Credits: 8

Course Content

This course is designed to guide doctoral students in the usage of methods and tools in empirical research in accounting and finance, and bring them quickly to the level at which they can "technically" implement empirical research. Selected topics include:

  • Typical steps in emp. projects
  • Alternative data sources
  • Databases in Accounting & Finance
  • Programming (SAS, STATA)
  • The publication process
  • Discussion of replication projects

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
05.10.12
26.10.12
Friday
09:00
19:00
SO115


Course Type: core course

Course Number: ACC901

Course Content

This course is designed to be a primer on paradigms of advanced research in accounting. Its aim is to make the students familiar with the relevant state-of-the-art research methodologies in accounting. Therefore, a broad range of heterogeneous approaches will be covered that employ analytical, empirical, normative and experimental research methodologies and reflect the diversity of accounting research. Each approach will be illustrated with a discussion of currently explored research questions.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.09.12
04.09.12
Tuesday
17:15
21:00
O251
06.09.12
06.09.12
Thursday
17:15
21:00
SO133
10.09.12
10.09.12
Monday
17:15
21:00
O251
11.09.12
11.09.12
Tuesday
17:15
21:00
O251
13.09.12
13.09.12
Thursday
17:15
21:00
O251


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: elective course

Course Number: ACC/TAX911

Credits: 6

Course Content

This course aims at students in accounting and taxation. The course is taught in a seminar-style format. Students present their own research and discuss the presentations of other students. Students are introduced to writing referee reports to (drafts of) papers. Allocation of topics will be determined in class. Students will learn how to present and discuss their own research results. They will become acquainted with acting as discussants for other topics. Additionally, they will learn how to write a referee report.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
TAX911
05.09.12
05.12.12
Wednesday
13:45
15:15
O251/52
ACC911
05.09.12
05.12.12
Wednesday
15:30
17:00
O251/52

Lecturer(s)


Course Type: elective course

Course Number: ACC911

Credits: 8

Course Content

The course shall inform you about the current state-of-the art in experimental research in accounting and related fields; it shall enable you to critically evaluate experimental research; and it shall equip you with the tools to conduct experimental research on your own. The three sessions cover:

  • Experimental methodology
  • Contemporary research
  • Workshop on experimental design

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
20.09.12
20.09.12
Thursday
08:30
19:30
SO133
21.09.12
21.09.12
Friday
08:30
19:30
SO133

Lecturer(s)


Course Type: elective course

Course Number: ACC914

Credits: 8

Course Content

The course focuses on game theoretic modelling, especially on Accounting & Auditing. Detailed information, especially referring to articles to be read will be given in the lecture.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.09.12
04.12.12
Tuesday
13:45
15:15
SO115


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257

Lecturer(s)


Course Type: core course

Course Number: FIN801

Credits: 8

Prerequisites

Mathematics for Economists (E700)


Course Content

The aim of this course is to provide Ph.D. students with the foundations of financial economics in a rigorous way. The course covers utility theory, discusses portfolio theory and capital market equilibrium (CAPM and APT). We will then discuss consumption-based asset pricing models. While doing so we will introduce concepts such as risk-neutral valuation and the stochastic discount factor (pricing kernel). In the last chapter we will discuss asset pricing under differential information.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
12.10.12
12.10.12
Friday
09:00
17:30
L5, 2 room 107
13.10.12
13.10.12
Saturday
09:00
17:30
L5, 2 room 107
19.10.12
19.10.12
Friday
09:00
17:00
L5, 2 room 107
20.10.12
20.12.12
Thursday
09:00
17:30
L5, 2 room 107
Q&A Problem Set
26.10.12
26.10.12
Friday
14:00
16:00
L5, 2 room 107
Exam
09.11.12
09.11.12
Friday
14:00
16:00
L5, 2 room 107
Presentation of Papers
14.12.12
14.12.12
Friday
09:30
17:30
L5, 2 room 107


Course Type: core course

Course Number: FIN910

Credits: 6

Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
03.09.12
03.12.12
Monday
15:30
17:00
L9, 1-2 room 001

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129

Lecturer(s)


Course Type: elective course

Course Number: FIN911

Credits: 8

Course Content

This course focuses on recent research topics in finance. In the course, we will discuss the papers presented by the seminar speakers in the University of Mannheim Finance faculty seminar. The class will take place on those Mondays during the semester on which a seminar presentation by an external speaker will be given.

For updates on the schedule, please regularly consult the following webpage: www.finance.uni-mannheim.de

The format of the course consists of two main parts. In the morning of seminar days we will meet and one student will present the paper that will be presented in the afternoon in the official faculty seminar by an external speaker. The presentation should be about 30 minutes. Another student will then discuss the paper (like a formal extended conference discussion, max 15-20min). Based on that, we will then discuss the paper and its contribution to the literature in the forum. Thus, each student is required to carefully read all papers prior to class. Each student will present and discuss at least once during the semester. Topics will be assigned during the introductory meeting. Furthermore, each participant is required to write a short (1-2 pages max) referee report on one additional paper that he or she is not discussing or presenting. The second part is an informal meeting with the speaker prior to the seminar (if the speaker’s schedule allows). In this meeting, neither I nor other senior faculty members will be present and students are free to talk about the paper or whatever other topic that is relevant for finance researchers and in which students and the speaker share a common interest (“Cookies with the Speaker”). Regular participation in the morning sessions as well as in the meetings with the speakers are a necessary condition to fulfill the course requirements.

During this course, students learn to understand and discuss research topics, potentially including topics from fields in which they might not be experts. This will allow them to profit better from the official seminar presentations and develop new research ideas. Furthermore, they will learn how to develop and structure a discussion of a research paper. This will be useful for future conference participations (as you are probably aware of, presenters at conferences are typically asked to discuss another presenter’s paper, too). Finally, the meetings with the speaker will give students the possibility to speak to the presenters in an informal atmosphere and discuss their own or the speaker’s research or talk about other issues like career development, exchange visits, or the international job market process.

For the course syllabus please click here.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
03.09.12
03.12.12
Monday
08:30
10:00
L9, 1-2 room 009
Kick-Off Meeting
03.09.12
03.09.12
Monday
09:00
10:00
L9, 1-2 room 009

Lecturer(s)


Course Type: elective course

Course Number: FIN913

Credits: 8

Prerequisites

The course assumes some knowledge of probability theory and statistics and as well some knowledge of financial instruments and their valuation, including risk neutral valuation.


Course Content

Aim of module: Subjects of the course are conceptions for measuring risk, methods of a quantitative management of market risks and credit risks and approaches to risk based performance management and capital allocation.


Contents:
1.Risk Management and Risk Measurement
1.1 Risk Management
1.2 Risk as a Primitive
1.3 Conceptions of Risk
1.4 Risk Measures: Quantiles, Value at Risk, Expected Shortfall, Conditional Value at Risk
1.5 Appendix I: VaR/CVaR-Estimation
1.6 Appendix II: VaR based on Conditional Loss Distribution
1.7 Appendix III: Extreme Value Theory

2. Market Risks
2.1. Introduction
2.2. Calculation of VaR
2.2.1. Direct Approach
2.2.2. Risk Factor Approach and Delta-Normal Approximation
2.3. VaR for Single Financial Positions
2.4. VaR for Aggregate Financial Positions

3. Credit Risks
3.1 Introduction
3.2 Basic Credit Risk Models
3.3 Industry Models
3.4 Basel II
3.5 Valuation of Defaultable Bonds
3.6 Credit Derivatives

4. Risk Based Performance Management and Capital Allocation
4.1 Introduction
4.2 Return on Risk Adjusted Capital (RORAC)
4.3 Capital Allocation


 

Literature

  • Albrecht, P., R. Maurer (2008) : Investment- und Risikomanagement, 3rd ed., Stuttgart (Chapters 15 +16).
  • Christoffersen, P.F. (2012): Elements of
  • Financial Risk Management, 2nd ed., Amsterdam.
  • Hull, J.C. (2012): Risk Management and Financial Institutions, 3rd ed., Hoboken N.J.
  • McNeil, A., R. Frey, P. Embrechts (2005): Quantitative Risk Management, Princeton, Oxford.
  • Resti, A., A. Sironi (2007): Risk Management and Shareholders' Value in Banking, Chichester.

Requirements for the assignment of ECTS-Credits and Grades

  • Written Exam


Competences acquired

After a successful completion of the course participants are familiar with the most important risk measures and their parametric/non-parametric estimation, with methods of calculating the value at risk of individual financial positions and portfolios of financial instruments, especially the delta-normal-method. They also have a knowledge of the notion of credit value at risk and the most important credit risk models. Finally they are familiar with the concept of return on risk adjusted capital (RORAC) and the fundamental approaches to capital allocation.



Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257


Course Type: core course

Course Number: IS801

Credits: 8

Course Content

Since the 90's information and communication technology (ICT) has fundamentally changed the way organizations are conducting business. Organizations and the entire society are challenged with the effective design, delivery, use, and impact of ICT. The IS discipline addresses this challenge and investigates the phenomena that emerge when the technological and the social system interact (Lee, 2001). A decade ago an intensive discussion on the relevancy and impact of IS research has started (Benbasat and Zmud, 1999; Davenport and Markus 1999; Applegate and King, 1999; Gill and Bhattacherjee, 2009). In this context, several scholars (e.g., Orlikowski and Iacono, 2001) have suggested that the IS community returns to an exploration of the "IT" that underlies the discipline. Design research has potentials to address the above mentioned challenge (Gregor, 2009, Purao et al., 2008). Design research as such is nothing new; it can be found in many disciplines and fields, notably Engineering and Computer Science, using a variety of approaches, methods, and techniques.


This course intends to provide a comprehensive overview on design science in IS research from different perspectives: basic definitions, principles and theoretical foundations, frameworks and methodologies, theory building, as well as design science research examples. PhD students are introduced to the exciting field of design science research and learn basics guidelines to carry out design-oriented research projects.


For the course syllabus please click here.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
12.09.12
12.09.12
Wednesday
08:30
10:00
L15, 1-6 room 411/412
26.09.12
26.09.12
Wednesday
08:30
10:30
L15, 1-6 room 411/412
10.10.12
31.10.12
Wednesday
08:30
10:00
L15, 1-6 room 411/412

Lecturer(s)


Course Type: core course

Course Number: IS901

Credits: 8

Course Content

This course is designed for doctoral students in information systems and operations/logistics. It provides a basic understanding of philosophy of science and its epistemological foundations. On the one hand, the course will focus on those concepts which derive knowledge from observation and induction, and refutation of facts. Furthermore, it also takes experiments as well as the new experimentalism into account in order to refer to those disciplines that focus on the evaluation of technological artifacts like prototypes and algorithms for example. Thus, the underlying epistemological foundations are of central interest to every doctoral student who studies the structure and behavior of information systems and operations/logistics phenomena. The course will be offered in an interactive style. All doctoral students have to offer at least one presentation and a documentation regarding a specific epistemological stance. Furthermore, participants have to discuss an article from literature in order to apply and reinforce the epistemological stance presented. Assignment of topics will be conducted by the lecturer.


Assignments:

During the first session, topics will be assigned to participating doctoral students. Each student will be asked to elaborate a presentation with regard to the assigned topic which goes beyond the introductory literature as well as to moderate a discussion regarding his/her topic on the basis of a recommended scholarly published article. Further details will be provided in the first session.


Literature:

  • Chalmers, A.F.: What is this thing called science? 3rd edition, Open University Press, Maidenhead 1999

For session 6, the following sources are recommended:

  • Von Bertalanffy, L., “The History and Status of General Systems Theory”, The Academy of Management Journal, Vol. 15, No. 4, 1972.
  • Weber, R., “Toward a theory of artifacts: A paradigmatic base for information systems re-search”, Journal of Information Systems, Vol. 1, No. 2, 1987.
  • Simon, H.A., “The sciences of the artificial”, MIT Press, Cambridge, 1996. [Special focus on chapter 5: “The Science of Design: Creating the Artificial”]    

Requirements for the assignment of ECTS-Credits and Grades

50 % Topic presentation, 30% selection and moderation of scholarly published article, 20 % course participation  


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
10.09.12
07.12.12
Monday (every second week)
13:45
17:00
L15, 1-6 room 714/15


Course Type: core course

Course Number: OPM/IS910

Credits: 6

Course Content

For more information, please click here.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
03.09.12
03.12.12
Wednesday
12:00
13:30
O048/50

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257

Lecturer(s)


Course Type: core course

Course Number: MAN801

Credits: 8

Course Content

This seminar will expose participants to the rich ecology of theoretical perspectives flourishing in management research. This will enable students to understand basic concepts, find appropriate theoretical concepts and lenses and apply them properly to their individual research topics. Students are invited to develop creative research proposals worthwhile to be developed into a strong dissertation based upon well grounded theoretical perspectives. The course will be taught in English.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
12.10.12
12.10.12
Friday
11:00
16:00
L9, 1-2 room 210
19.10.12
19.10.12
Friday
11:00
16:00
L9, 1-2 room 210
02.11.12
02.11.12
Friday
11:00
16:00
L9, 1-2 room 210
09.11.12
09.11.12
Friday
11:00
16:00
L9, 1-2 room 210


Course Type: core course

Course Number: MAN802

Credits: 8

Prerequisites

Content of MAN610 or MAN612


Course Content

The course aims to provide the basic understanding of the institutions belonging to the Nonprofit Sector. Furthermore the course addresses the relevant economic and managerial theories in order to be able to analyze the specific managerial problems of Nonprofit Organizations (NPOs). Each student will be asked to work himself through a basic scientific ('classical') paper, enrich this paper by adding latest research results from currently published journal papers, and present the findings in class, where the results will be discussed. Topics that will be touched include 'History and Scope of the Nonprofit Sector', 'Nonprofits and the Marketplace', 'Nonprofits and the Polity', 'Key Activities in the Nonprofit Sector', and 'Mission and Governance'.


To participate in this course please register by sending an e-mail to
registration@gess.uni-mannheim.de
until July 31st, 2012. Within this mail please provide the following information:
Your full name
Your matriculation number
Which center of the GESS you belong to (e.g. CDSB)
If it applies, the name of your mentor (the professor you are assigned to)
Your research interests and topics

Relevant documents can be found in the according E-learning group on ILIAS (sign up via: portal.uni-mannheim.de)


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
Kick-Off
11.09.12
11.09.12
Tuesday
14:00
16:00
L5, 4 room 207/209
Q&A Session (optional)
17.10.12
17.10.12
Wednesday
14:00
15:30
L5, 4 room 207/209
Presentation session
22.11.12
22.11.12
Thursday
08:30
17:00
L5, 4 room 207/209


Course Type: core course

Course Number: MAN910

Credits: 6

Course Content

For more information please click here.


Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257

Lecturer(s)


Course Type: core course

Course Number: MKT801

Credits: 8

Course Content

The primary objective of this course is to gain a detailed understanding and practical working knowledge of research design and methodology fundamentals in marketing. This understanding requires a fluency in the terminology of research, as well as an appreciation of basic research techniques and concepts drawn from such diverse fields as psychology and statistics. Secondary objectives include stimulating research creativity and critical thinking in the realm of research design and methodology, and introducing and integrating a wide variety of research techniques relating to design and methodology issues. In this course, a diversity of instructional approaches (e.g., lecture, in-depth analysis and discussion of assigned articles, student presentations, a term paper, an examination) will be used. The emphasis will be on the practical application of research in furthering marketing knowledge.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
05.10.12
07.12.12
Friday
13:45
15:15

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257


Course Type: core course

Course Number: OPM/IS910

Credits: 6

Course Content

For more information, please click here.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
03.09.12
03.12.12
Wednesday
12:00
13:30
O048/50

Lecturer(s)


Course Type: core course

Course Number: OPM801

Credits: 8

Prerequisites

Recommended: Fundamentals in mathematics (including Linear Programming)


Course Content

This course aims at PhD students in information systems, business administration, and computer science. It provides a basic understanding of optimization problems and methods. The course is taught in a seminar-style format. Allocation of topics will be done together in the class.


Competences acquired

The course aims to introduce the students to fundamental linear and combinatorial optimization problems. They learn to formulate optimization models as mixed-integer linear programs, how to construct heuristics, and how to analyze the performance of heuristic algorithms. The students learn to deal with the complexity of real-world problems via aggregation, relaxation, and decomposition techniques.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
05.09.12
05.12.12
Wednesday
17:15
18:45
SO318


Course Type: core course

Course Number: OPM901

Credits: 8

Prerequisites

OPM 801 and OPM 802


Course Content

This elective course aims at PhD students in information systems, business administration, and computer science. The course is taught in a seminar-style format. Students present their own research and discuss the presentations of other students. Students are introduced in writing referee reports to (drafts of) papers. Allocation of topics will be done together in the class.


Requirements for the assignment of ECTS-Credits and Grades

  • Presentations during the course (50%)
  • writing referee report (30%)
  • active contribution to class discussion (20%)

Competences acquired

Students will learn how to present and discuss their own research results. They will become acquainted with acting as discussant for other topics. Additionally, they will learn how to write a referee report.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
13.09.12
12.12.12
Thursday
12:00
13:30
SO318

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: core course

Course Number: ACC/TAX910

Credits: 6

Schedule

Type
From
To
Weekday
From
To
Room
Material
Seminar
05.09.12
26.12.12
Wednesday
17:15
18:45
O251


Course Type: core course

Course Number: E701

Credits: 8

Prerequisites

E700.


Course Content

Content

  • Consumer Choice (Mas-Colell, Whinston, and Green, Chapter 2)
  • Classical Demand Theory (MWG Ch. 3)
  • Producer Theory(MWG Ch. 3)
  • Choice Under Uncertainty (MWG Ch. 6)
  • Static Non-Cooperative Games (MWG Ch. 7 and 8; Fudenberg and Tirole)
  • Dynamic Non-Cooperative Games (MWG Ch. 9; Fudenberg and Tirole)

Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
04.10.12
08.04.15
Thursday
08:30
10:00
L7, 3-5, 001
09.10.12
08.04.15
Tuesday
08:30
10:00
L7, 3-5, 001
Tutorial
Group 1/CDSE students
04.10.12
08.04.15
Thursday
13:45
15:15
L7, 3-5, P043
Group 2/CDSB students
04.10.12
08.04.15
Thursday
15:30
17:00
L9, 1-2, 003

Lecturer(s)


Course Type: core course

Course Number: E703

Credits: 8

Prerequisites

E700


Course Content

The course is designed to offer an advanced treatment to econometric theory and applications. Topics covered include: Repetition of ordinary least squares and generalized least squares, instrumental variables estimation, simultaneous equations, generalized method of moments and maximum likelihood estimation, time series and panel data econometrics. Attendance in the lectures and exercise sessions are mandatory. Attempting exercise questions ahead of each session and taking active part during the course of the sessions is essential.


The course is intended for Masters and first year PhD students with prior knowledge of undergraduate level econometrics. Working knowledge of basic probability theory, differential calculus, linear algebra and matrix algebra are assumed. Students should check if they are sufficiently familiar with these topics. A refresher course in statistics is offered from 10:00 to 18:45 on the following dates: 07.09. (O 131), 14.09. (O 129), 21.09. (O 129), 28.09. (O 129).


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
02.10.12
04.12.12
Thursday
10:15
13:30
O131
02.10.12
02.10.12
Tuesday
13:45
16:45
L9, 7 room 308
Exam
21.12.12
21.12.12
Friday
08:30
11:30
O251
Tutorial
08.10.12
03.12.12
Monday
17:15
18:45
O133
Stata Tutorial
10.10.12
07.12.12
Wednesday
10:15
11:45
L7, 3-5 room 257

Lecturer(s)


Course Type: elective course

Course Content

This course aims to provide a working knowledge of basic probability theory and inductive statistics. The course is especially recommended for students wanting to refresh the skills required to attend the course Advanced Econometrics I (E703). The topics roughly align with appendices B, C, and D of the book Econometric Analysis by William H. Greene (2008, 6th ed.), for example: random variables, expectations, probability distributions, random sampling, point estimators, confidence intervals,, hypothesis testing, large sample distribution theory.

Please note that the Statistics Refresher course will cover integrals and most of the basic statistics you’ll need in Advanced Econometrics I. These topics won’t be covered again in Advanced Econometrics I. Hence you are advised to attend the Statistics Refresher course, if you have some doubts about your knowledge regarding the above mentioned topics.


Background reading material:

  • Greene, W. H., Econometric Analysis. Upper Saddle River: Pearson Prentice Hall, 2008.
  • Introduction to Econometrics by Stock and Watson (2007, 2nd ed.), chapters 2 and 3.
  • Introduction to Probability Models by Ross (2000, 2nd ed.), chapters 2.1-2.5, 2.7, and 3.1-3.4


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
07.09.12
28.09.12
Friday
10:00
18:45
O129


Course Type: elective course

Course Number: ACC/TAX911

Credits: 6

Course Content

This course aims at students in accounting and taxation. The course is taught in a seminar-style format. Students present their own research and discuss the presentations of other students. Students are introduced to writing referee reports to (drafts of) papers. Allocation of topics will be determined in class. Students will learn how to present and discuss their own research results. They will become acquainted with acting as discussants for other topics. Additionally, they will learn how to write a referee report.


Schedule

Type
From
To
Weekday
From
To
Room
Material
Lecture
TAX911
05.09.12
05.12.12
Wednesday
13:45
15:15
O251/52
ACC911
05.09.12
05.12.12
Wednesday
15:30
17:00
O251/52

Register

Business Fall 2012

ACC/TAX910
Accounting & Taxation Area Research Seminar
ACC801
Applied Methods & Tools in Accounting & Finance
ACC901
Contemporary Research in Accounting and Taxation
E701
Advanced Microeconomics I (PhD)
E703
Advanced Econometrics I (mostly CDSB PhD students)
Statistics Refresher
ACC/TAX911
Brown Bag Seminar Empirical Accounting & Tax
ACC911
Experimental Research in Accounting
ACC914
Applied Game Theory
FIN801
Discrete-Time Finance
FIN910
Finance Area Research Seminar
FIN911
Current Research Topics in Finance
FIN913
Advanced Quantitative Risk Management
IS801
Fundamentals of Design Science Research
IS901
Epistemological Foundations of Information Systems and Operations
OPM/IS910
Operations & Information Systems Research Seminar
MAN801
Advances in Strategic Management
MAN802
Fundamentals of Non-Profit Management Science
MAN910
Management Research Seminar
MKT801
Fundamentals of Marketing Research
OPM801
Optimization and Heuristics
OPM901
Research Seminar Operations Management & Operations Research