Semester:WS 14/15
Type:Seminar
Language:English
Scheduled in semester:5
Semester Hours per Week / Contact Hours:15.0 L / 11.5 h
Self-directed study time:78.5 h
Type:Seminar
Language:English
Scheduled in semester:5
Semester Hours per Week / Contact Hours:15.0 L / 11.5 h
Self-directed study time:78.5 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
Time Series Analysis (Statistics and Forecast Possibilities), Investment Process, Financial Mathematics, Portfolio Statistics, Risk Measures, Portfolio Optimization and Evaluation, Equity and Fixed Income Portfolios, Derivatives and Hedging, Portfolio and Investment Strategies
Qualifications
Lectures Method
Home assignments with presentations, group project
Literature
- Pfaff, Bernhard. Financial Risk Modelling and Portfolio Optimization with R. 1. Edition, John Wiley & Sons, 2012, New Jersey.
- Meucci, Attilio. Risk and Asset Allocation. 1st ed. 2005. Corr. 3rd printing. Springer, 2009, Berlin.
Dates
| Datum | Zeit | Raum |
| 15.09.2014 | 13:00 - 13:45 | H3 |
| 22.09.2014 | 13:00 - 13:45 | H3 |
| 29.09.2014 | 13:00 - 13:45 | H3 |
| 06.10.2014 | 13:00 - 13:45 | H3 |
| 13.10.2014 | 13:00 - 13:45 | H3 |
| 20.10.2014 | 13:00 - 13:45 | H3 |
| 27.10.2014 | 13:00 - 13:45 | H3 |
| 03.11.2014 | 13:00 - 13:45 | H3 |
| 10.11.2014 | 13:00 - 13:45 | H3 |
| 17.11.2014 | 13:00 - 13:45 | H3 |
| 24.11.2014 | 13:00 - 13:45 | H3 |
| 01.12.2014 | 13:00 - 13:45 | H3 |
| 15.12.2014 | 13:00 - 13:45 | H3 |
Exams
- PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 14/15, in Bewertung)