3806679: Portfoliomanagement and Financial Analysis

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Semester:WS 14/15
Type:Lecture
Language:English
Scheduled in semester:5
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:37.5 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

Basics of Finance, The Investment Process, Financial and Portfolio Mathematics, Risky Assets, Mean-Variance Portfolio Theory, Index-Models, CAPM, APT, Multifactor Models, Equity and Fixed Income Security Analysis, Term Structure of Interest Rates, Efficient Market Hypothesis

Qualifications

    • Apply theoretical concepts in specific examples.
    • Transfer concepts into new environments, seek solution possibilities.
    • Know the requirements for the application of basic models of portfolio optimization and market equilibrium theory.
    • Understand the implications and flaws of these models.

Lectures Method

Lecture

Literature

  • Elton, Edwin J., Martin J. Gruber, Stephen J. Brown, & William N. Goetzmann. Modern Portfolio Theory and Investment Analysis. 7th edition. John Wiley & Sons, 2006, New Jersey.
  • Bodie, Kane, Marcus (2007): Investments. 7th edition, McGraw-Hill, New York.

Dates

DatumZeitRaum
15.09.201414:00 - 15:30H3
22.09.201414:00 - 15:30H3
29.09.201414:00 - 15:30H3
06.10.201414:00 - 15:30H3
13.10.201414:00 - 15:30H3
20.10.201414:00 - 15:30H3
27.10.201414:00 - 15:30H3
03.11.201414:00 - 15:30H3
10.11.201414:00 - 16:00H3
17.11.201414:00 - 15:30H3
24.11.201414:00 - 15:30H3
01.12.201414:00 - 15:30H3
15.12.201414:00 - 15:30H3

Exams

  • PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (WS 14/15, bewertet)
  • PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (SS 15, bewertet)