Semester:WS 20/21
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h
Modulleitung/Dozierende
- Ass.-Prof. Dr. Sebastian Stöckl
(Modulleitung)
- Dr. rer. oec. Matthias Herrmann-Romero, MSc
(Co-Modulleitung)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
- Prof. em. Dr. Marco J. Menichetti
(Interner Dozent)
- Dr. Hendrik Peer Kimmerle
(Interner Dozent)
- Michael Frei, CFA
(Referent)
- MMMag. Franz Glatzl
(Referent)
- Lukas Salcher, MSc
(E-Learning Admin)
- Dr. rer. oec. Tian Luan, MSc
(Lehrassistenz)
Studiengang
Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)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
Lehrmethoden
Home assignments with presentations, group project
Literatur
- Würtz, D., Setz, T., Chalabi, Y., Chen, W. & Ellis, A. (2015): Portfolio Optimization with R/Rmetrics Update 2015, Rmetrics Association and Finance Online Publishing, Zurich.
Prüfungsmodalitäten
- Graded In-Class Presentation of Homework
Termine
| Datum | Zeit | Raum |
| 14.09.2020 | 13:00 - 13:45 | H4 |
| 21.09.2020 | 13:00 - 13:45 | H4 |
| 28.09.2020 | 13:00 - 13:45 | H4 |
| 05.10.2020 | 13:00 - 13:45 | H5 (Fabrikweg) |
| 12.10.2020 | 13:00 - 13:45 | H4 |
| 19.10.2020 | 13:00 - 13:45 | H4 |
| 02.11.2020 | 13:00 - 13:45 | H4 |
| 09.11.2020 | 13:00 - 13:45 | H5 (Fabrikweg) |
| 16.11.2020 | 13:00 - 13:45 | H4 |
| 23.11.2020 | 13:00 - 13:45 | H4 |
| 30.11.2020 | 13:00 - 13:45 | H4 |
| 07.12.2020 | 13:00 - 13:45 | H4 |
| 14.12.2020 | 13:00 - 13:45 | H4 |
Prüfungen
- PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 20/21, in Bewertung)