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5007319: Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 20/21
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

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

DatumZeitRaum
14.09.202013:00 - 13:45H4
21.09.202013:00 - 13:45H4
28.09.202013:00 - 13:45H4
05.10.202013:00 - 13:45H5 (Fabrikweg)
12.10.202013:00 - 13:45H4
19.10.202013:00 - 13:45H4
02.11.202013:00 - 13:45H4
09.11.202013:00 - 13:45H5 (Fabrikweg)
16.11.202013:00 - 13:45H4
23.11.202013:00 - 13:45H4
30.11.202013:00 - 13:45H4
07.12.202013:00 - 13:45H4
14.12.202013:00 - 13:45H4

Exams

  • PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 20/21, in Bewertung)