4007319: C12_Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 15/16
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h

Modulleitung/Dozierende

Studiengang

Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)

Beschreibung

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

Kompetenzen

Lehrmethoden

Home assignments with presentations, group project

Literatur

  • 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.

Termine

DatumZeitRaum
07.09.201513:00 - 13:45H3
14.09.201513:00 - 13:45H3
21.09.201513:00 - 13:45H3
28.09.201513:00 - 13:45H3
05.10.201513:00 - 13:45H3
12.10.201513:00 - 13:45H3
19.10.201513:00 - 13:45H3
26.10.201513:00 - 13:45H3
09.11.201513:00 - 13:45H3
16.11.201513:00 - 13:45H3
23.11.201513:00 - 13:45H3
30.11.201513:00 - 13:45H3
07.12.201513:00 - 13:45H3
14.12.201513:00 - 13:45H3

Prüfungen

  • PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 15/16, in Bewertung)