Portfolio Management and Financial Analysis (VT IFS) - Seminar

Modulleitung

Studiengänge

Bachelorstudiengang Betriebswirtschaftslehre (BSc BWL 21) (01.09.2021)

Modul

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

Lehrmethode

Home assignments with presentations, group project

Literatur

Bodie, Kane, Marcus: Investments (2024): Investment, 13th edition, McGraw-Hill, New York
Jackson, Mary; Staunton, Mike (2003): Advanced modelling in finance using Excel and VBA, Wiley, New Jersey.
Meucci, Attilio (2009): Risk and Asset Allocation. 1st edition, Springer, Berlin.

Lernergebnisse Die Studierenden...

Fachkompetenz

apply theoretical concepts in specific examples.
transfer concepts into new environments, seek solution possibilities.

Methodenkompetenz

transfer theoretical concepts to specific examples/assignments.
present the results of your assignments in class.
apply concepts and models of portfolio management in practice.
recognize your investment environment and accordingly specify your models7settings.
evaluate models and decide upon which of the models fits your/the clients' needs.
understand applicability and validity of different models.

Sozialkompetenz

present assignment to class, discuss and transfer your solution to others.
understand and discuss the arguments of fellow students.

Selbstkompetenz

have presentation skills
have feedback skills

Technologiekompetenz

use Excel to solve Home Assignments

Prüfungsmodalitäten

in class presentation of home assignment 33,3%
in class presentation of home assignment 33,3%
in class presentation of home assignment 33,3%

Modulnummer:

6210879

Semester:

WS 26/27

Lehre:

14 L / 11 h

Selbststudium:

80 h

Sprache:

Englisch

Plansemester: