Semester:WS 19/20
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)
- Assoz. Prof. Dr. Martin Angerer
(Modulleitungsassistenz)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
- Prof. Dr. Marco J. Menichetti
(Interner Dozent)
- Michael Frei, CFA
(Referent)
- MMMag. Franz Glatzl
(Referent)
- Dr. Hendrik Peer Kimmerle
(Lehrassistenz)
Curricula
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, Portfolio and Investment Strategies
Qualifications
Lectures Method
Home assignments with presentations, group project
Literature
- Würtz, D., Setz, T., Chalabi, Y., Chen, W. & Ellis, A. (2015): Portfolio Optimization with R/Rmetrics Update 2015, Rmetrics Association and Finance Online Publishing, Zurich.
Exam Modalities
- Graded In-Class Presentation of Homework
Dates
| Datum | Zeit | Raum |
| 09.09.2019 | 13:00 - 13:45 | S1 |
| 16.09.2019 | 13:00 - 13:45 | S1 |
| 23.09.2019 | 13:00 - 13:45 | S1 |
| 30.09.2019 | 13:00 - 13:45 | S1 |
| 07.10.2019 | 13:00 - 13:45 | S1 |
| 14.10.2019 | 13:00 - 13:45 | S1 |
| 21.10.2019 | 13:00 - 13:45 | S1 |
| 04.11.2019 | 13:00 - 13:45 | S1 |
| 11.11.2019 | 13:00 - 13:45 | S1 |
| 18.11.2019 | 13:00 - 13:45 | S1 |
| 25.11.2019 | 13:00 - 13:45 | S1 |
| 02.12.2019 | 13:00 - 13:45 | S1 |
| 09.12.2019 | 13:00 - 13:45 | S1 |
| 16.12.2019 | 13:00 - 13:45 | S1 |
Exams
- PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 19/20, in Bewertung)