Semester:WS 14/15
Type:Lecture
Language:English
Scheduled in semester:5
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:37.5 h
Type:Lecture
Language:English
Scheduled in semester:5
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:37.5 h
Module coordination/Lecturers
- Ass.-Prof. Dr. Sebastian Stöckl
(Modulleitung)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
- Dr. rer. oec. Jurij-Andrei Reichenecker, MSc UZH ETH LL.M.
(Interner Dozent)
- Michael Frei, CFA
(Externer Dozent)
- Dr. Gregor Bauer
(Externer Dozent)
Curricula
Bachelor's degree programme in Business Administration (01.10.2008)Bachelor's degree programme in Business Administration (01.09.2012)
Description
Basics of Finance, The Investment Process, Financial and Portfolio Mathematics, Risky Assets, Mean-Variance Portfolio Theory, Index-Models, CAPM, APT, Multifactor Models, Equity and Fixed Income Security Analysis, Term Structure of Interest Rates, Efficient Market Hypothesis
Qualifications
- Apply theoretical concepts in specific examples.
- Transfer concepts into new environments, seek solution possibilities.
- Know the requirements for the application of basic models of portfolio optimization and market equilibrium theory.
- Understand the implications and flaws of these models.
Lectures Method
Lecture
Literature
- Elton, Edwin J., Martin J. Gruber, Stephen J. Brown, & William N. Goetzmann. Modern Portfolio Theory and Investment Analysis. 7th edition. John Wiley & Sons, 2006, New Jersey.
- Bodie, Kane, Marcus (2007): Investments. 7th edition, McGraw-Hill, New York.
Dates
Datum | Zeit | Raum |
15.09.2014 | 14:00 - 15:30 | H3 |
22.09.2014 | 14:00 - 15:30 | H3 |
29.09.2014 | 14:00 - 15:30 | H3 |
06.10.2014 | 14:00 - 15:30 | H3 |
13.10.2014 | 14:00 - 15:30 | H3 |
20.10.2014 | 14:00 - 15:30 | H3 |
27.10.2014 | 14:00 - 15:30 | H3 |
03.11.2014 | 14:00 - 15:30 | H3 |
10.11.2014 | 14:00 - 16:00 | H3 |
17.11.2014 | 14:00 - 15:30 | H3 |
24.11.2014 | 14:00 - 15:30 | H3 |
01.12.2014 | 14:00 - 15:30 | H3 |
15.12.2014 | 14:00 - 15:30 | H3 |
Exams
- PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (WS 14/15, bewertet)
- PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (SS 15, bewertet)