Module SS 2019

> Active and Passive Equity Portfolio Management
> Asset Allocation, Investment Horizon and Risk Measurement
> Performance Measurement and Output Evaluation
> Exchange Rate Risk Management
> Rebalancing Effects
> Discussion of the Methods of Individual Selected Journal Contributions
> Resampling to address parameter uncertainty and time-horizon effects in portfolio management
> Forecasting moments of returns
> Portfolio Theory and Optimal Risk Portfolio
> Capital Market Models and Evaluation on Complete Markets
> Momentum und Contrarian Strategies
> Technical Analysis
> Risk-based Heuristic Models
> Programming in R and/or Matlab
Master students have the opportunity to take part in educational journeys to the world’s most important financial centres. Taking place annually, the educational journey adds a practical perspective to the academic content of the programme.

Destinations of previous journeys include: New York (2005), Shanghai (2007), Hong Kong (2009), Singapore & Kuala Lumpur (2011), New York and Chicago (2013) , Beijing and Shanghai (2015) and Singapore (2017).
  • Recognising problems and analysing various topics in the area of financial services
  • Handling ambitious practical problems in financial services like consulting projects and real portfolio management
  • Developing customer-specific solutions
  • Communicating with project client
  • Presenting the final project report
  • Working in a team in a project-oriented manner
  • Mastering a portfolio under the supervision of a portfolio manager
  • Working up all relevant information and data for portfolio management
  • Structuring the strategic and tactical asset allocation
  • Deciding on security selection
  • Recognising problems and analysing various topics in the area of financial services
  • Handling ambitious practical problems in financial services like consulting projects and real portfolio management
  • Developing customer-specific solutions
  • Communicating with project client
  • Presenting the final project report
  • Working in a team in a project-oriented manner
  • Mastering a portfolio under the supervision of a portfolio manager
  • Working up all relevant information and data for portfolio management
  • Structuring the strategic and tactical asset allocation
  • Deciding on security selection
  • Recognising problems and analysing various topics in the area of financial services
  • Handling ambitious practical problems in financial services like consulting projects and real portfolio management
  • Developing customer-specific solutions
  • Communicating with project client
  • Presenting the final project report
  • Working in a team in a project-oriented manner
  • Mastering a portfolio under the supervision of a portfolio manager
  • Working up all relevant information and data for portfolio management
  • Structuring the strategic and tactical asset allocation
  • Deciding on security selection
  • Recognising problems and analysing various topics in the area of financial services
  • Handling ambitious practical problems in financial services like consulting projects and real portfolio management
  • Developing customer-specific solutions
  • Communicating with project client
  • Presenting the final project report
  • Working in a team in a project-oriented manner
  • Mastering a portfolio under the supervision of a portfolio manager
  • Working up all relevant information and data for portfolio management
  • Structuring the strategic and tactical asset allocation
  • Deciding on security selection
  • Identification of a research problem and development of a research questionThematically formulating a problem and developing a solution through application of scientific methods Independence in handling a research problem determined in the course of an assessment.Discussion with the advisor about methodological and content issues in solving a research topic.Completion of a comprehensive assignment where the students deal with a theoretical or practice-oriented problem in their field of specialisation by drawing on scientific work methods. Completion of presentation documentation on a research problem within their specialised field. Defense of the elaborated research topic and in-depth discussion with the examination board.
All aspects that have to be considered for writing a successful exposé and master thesis, like e.g. the fulfillment of formal requirements, the development of a research project and the correct choice of methodology for answering the research question.
Financial Risk Management:
  • Identifying, Measuring, and Management of Financial Risks
  • Risk Categories and Associated Models: Market, Credit, Operational and Liqudity Risks
  • Rating Agencies and Credit Ratings
  • Derivatives Markets and Instruments: Forwards, Futures, Options, Swaps, Exotics, Credit Derivatives
  • Pricing of Equity, Fixed Income, Currency, Commodity, and Credit Derivatives
  • Hedging Using Derivatives
  • Financial Engineering
Liechtenstein Foundation Law:
  • general information and basic principles
  • liability
  • formation
  • entrepreneurial responsibility
  • asset protection
  • philanthropy

Liechtenstein Trust Law:
  • historical background and basic principles
  • Hague Convention
  • formation
  • dualism of ownership
  • business enterprises
  • asset protection
  • philanthropy
  • International and Intertemporal Tax Management for Natural Persons: Goals and Instruments
  • National, International and European Taxation of Asset Structures: Development, Investment and Succession of Assets.
  • National, International and European Taxation of Financial Instruments: Development, Investment and Succession of Assets.