3607319: Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 13/14
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 (01.10.2008)
Bachelor's degree programme in Business Administration (01.09.2012)

Modules

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, Derivatives and Hedging, Portfolio and Investment Strategies

Qualifications

Lectures Method

Home assignments with presentations, group project

Literature

  • 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.

Dates

DatumZeitRaum
16.09.201314:15 - 15:00H3
23.09.201314:15 - 15:00H3
30.09.201314:15 - 15:00H3
07.10.201314:15 - 15:00H3
14.10.201314:15 - 15:00H3
21.10.201314:15 - 15:00H3
28.10.201314:15 - 15:00H3
04.11.201314:15 - 15:00H3
11.11.201314:15 - 15:00H3
18.11.201314:15 - 15:00H3
25.11.201314:15 - 15:00H3
02.12.201314:15 - 15:00H3
09.12.201314:15 - 15:00H3
16.12.201314:15 - 15:00H3

Exams

  • PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 13/14, in Bewertung)