Semester:WS 14/15
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h
Art:Seminar
Sprache:Englisch
Plansemester:5
Lektionen / Semester:15.0 L / 11.5 h
Selbststudium:78.5 h
Modulleitung/Dozierende
- 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)
Studiengang
Bachelorstudiengang Betriebswirtschaftslehre (01.10.2008)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
| 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 |
Prüfungen
- PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 14/15, in Bewertung)