- C15 Asset Pricing & Portfolio Choice (Module)
- > 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
- C15 China at the eastern end of the continental and maritime silk roads - past and present (Module/Course/Examination)
- The course will give you a broad understanding of the Chinese civilization and its relations to the people of the western hemisphere during the last two thousand years.
Students:- learn about Chinese history, civilization, religions, economy and politics, including the new policies of President Xi Jinping
- get to understand the differences in thinking, behavior and action of the Chinese in contrast to the people in the West.
- learn about the economic relations between China, South East Asia, South Asia, Middle East and Near East and the West along the continental and maritime silk roads. The global East-West-trade is more than 2000 years old.
- C15 Educational Journey 2018 to New York - The Importance of New York as a global Financial Hub (Module/Course/Examination)
- Master students have the opportunity to take part in educational journeys to the world’s most important financial centres. Taking place
- C15 Financial Intermediation and European Capital Markets (Module/Course/Examination)
- Types and advantages of Financial Intermediation
- Overview on Risks in Banking
- Bank Lending
- Off-Balance Sheet Risks
- Securitization
- Bank Regulation
- The Euro
- European Bond and Stock Markets
- European Investment Funds
- Workshop on Chinese and European Culture
- Working in a team in a project-oriented manner
- Presentation of lecture specific issues
- C15 MasterLAB in Financial Services (Module/Course/Examination)
- 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
- MasterLAB in Financial Services (Exercise) Menichetti, Reichenecker, Kimmerle
- C15 Master's thesis (Module)
- 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.
- Presentation & Defence (Miscellaneous) Hanke, Menichetti
- Thesis Project (Thesis)
- C15 Research Greenhouse (Module/Course/Examination)
- 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.
- Research Greenhouse (Miscellaneous) Menichetti, Hanke, Angerer, Kaiser, Stöckl, Kimmerle, Szymczak, Reichenecker
- C15 Risk Management and Financial Derivatives (Module)
- 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
- Financial Derivatives (Lecture) Angerer, Stöckl
- Risk Management (Lecture) Abenthum-Feil, Weissensteiner
- C15 Seminar in Finance (Module/Course/Examination)
- Risk modelling
- Strategical and tactical asset allocation
- International diversification
- Forecasting moments of asset returns
- Foreign exchange rate risks and management
- Portfolio management
- Performance analysis
- Behavioural finance
- Dividend policy
- Company valuation
- Legal and tax issues in financial decisions
- Seminar in Finance (Seminar) Hanke, Menichetti, Angerer, Kaiser, Szymczak, Kimmerle, Stöckl, Reichenecker
- C15 Wealth Structures and Taxation of Wealth Structures and Financial Instruments (Module)
- 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.