Semester:WS 23/24
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:14.0 L / 10.5 h
Selbststudium:79.5 h
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:14.0 L / 10.5 h
Selbststudium:79.5 h
Modulleitung/Dozierende
- Lukas Salcher, MSc
(Modulleitung)
- Michael Frei, CFA
(Referent)
- MMMag. Franz Glatzl
(Referent)
- Lukas Salcher, MSc
(Interner Dozent)
Studiengang
Bachelorstudiengang Betriebswirtschaftslehre (01.09.2021)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, Portfolio and Investment Strategies
Kompetenzen
- apply theoretical concepts in specific examples.
- transfer concepts into new environments, seek solution possibilities.
- transfer theoretical concepts to specific examples/assignments.
- present the results of your assignments in class.
- apply concepts and models of portfolio management in practice.
- recognize your investment environment and accordingly specify your models7settings.
- evaluate models and decide upon which of the models fits your/the clients' needs.
- understand applicability and validity of different models.
- present assignment to class, discuss and transfer your solution to others.
- understand and discuss the arguments of fellow students.
- have presentation skills
- have feedback skills
- use R to solve Home Assignments
Lehrmethoden
Home assignments with presentations, group project
Literatur
- Bodie, Kane, Marcus (2007): Investments. 10th edition, McGraw-Hill, New York.
- Jackson, Mary; Staunton, Mike (2003): Advanced modelling in finance using Excel and VBA, Wiley, New Jersey.
- Meucci, Attilio (2009): Risk and Asset Allocation. 1st edition, Springer, Berlin.
Prüfungsmodalitäten
- in class presentation of home assignment 33,3%
- in class presentation of home assignment 33,3%
- in class presentation of home assignment 33,3%
Termine
Datum | Zeit | Raum |
11.09.2023 | 13:00 - 13:45 | H2 |
18.09.2023 | 13:00 - 13:45 | H2 |
25.09.2023 | 13:00 - 13:45 | H2 |
02.10.2023 | 13:00 - 13:45 | H2 |
09.10.2023 | 13:00 - 13:45 | H2 |
16.10.2023 | 13:00 - 13:45 | H2 |
23.10.2023 | 13:00 - 13:45 | H2 |
30.10.2023 | 13:00 - 13:45 | H2 |
06.11.2023 | 13:00 - 13:45 | H2 |
13.11.2023 | 13:00 - 13:45 | H2 |
20.11.2023 | 13:00 - 13:45 | H2 |
27.11.2023 | 13:00 - 13:45 | H2 |
04.12.2023 | 13:00 - 13:45 | H2 |
11.12.2023 | 13:00 - 13:45 | H2 |
18.12.2023 | 13:00 - 13:45 | H2 |
Prüfungen
- PWW-BA-21_Portfolio Management and Financial Analysis (VT IFS) - Seminar (WS 23/24, bewertet)