3807319: C12_Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 14/15
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h



Bachelorstudiengang Betriebswirtschaftslehre (01.10.2008)
Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)


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


    • Apply theoretical concepts in specific examples.
    • Transfer concepts into new environments, seek solution possibilities.
    • 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.
    • Present assignment to class, discuss and transfer your solution to others.
    • Understand and discuss the arguments of fellow students.
    • Presentational skills,
    • Feedback skills


Home assignments with presentations, group project


  • 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.