3607319: C12_Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 13/14
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h

Modulleitung/Dozierende

Studiengang

Bachelorstudiengang Betriebswirtschaftslehre (01.10.2008)
Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)

Module

Beschreibung

Time Series Analysis (Statistics and Forecast Possibilities), Investment Process, Financial Mathematics, Portfolio Statistics, Risk Measures, Portfolio Optimization and Evaluation, Equity and Fixed Income Portfolios, Derivatives and Hedging, Portfolio and Investment Strategies

Kompetenzen

Lehrmethoden

Home assignments with presentations, group project

Literatur

  • Pfaff, Bernhard. Financial Risk Modelling and Portfolio Optimization with R. 1. Edition, John Wiley & Sons, 2012, New Jersey.
  • Meucci, Attilio. Risk and Asset Allocation. 1st ed. 2005. Corr. 3rd printing. Springer, 2009, Berlin.

Termine

DatumZeitRaum
16.09.201314:15 - 15:00H3
23.09.201314:15 - 15:00H3
30.09.201314:15 - 15:00H3
07.10.201314:15 - 15:00H3
14.10.201314:15 - 15:00H3
21.10.201314:15 - 15:00H3
28.10.201314:15 - 15:00H3
04.11.201314:15 - 15:00H3
11.11.201314:15 - 15:00H3
18.11.201314:15 - 15:00H3
25.11.201314:15 - 15:00H3
02.12.201314:15 - 15:00H3
09.12.201314:15 - 15:00H3
16.12.201314:15 - 15:00H3

Prüfungen

  • PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 13/14, in Bewertung)