4006679: Portfoliomanagement and Financial Analysis

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Semester:WS 15/16
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 (01.09.2012)

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
07.09.201514:00 - 15:30H3
14.09.201514:00 - 15:30H3
21.09.201514:00 - 15:30H3
28.09.201514:00 - 15:30H3
05.10.201514:00 - 15:30H3
12.10.201514:00 - 15:30H3
19.10.201514:00 - 15:30H3
26.10.201514:00 - 15:30H3
09.11.201514:00 - 15:30H3
16.11.201514:00 - 15:30H3
23.11.201514:00 - 15:30H3
30.11.201514:00 - 15:30H2
30.11.201515:30 - 19:00H2
07.12.201514:00 - 15:30H3
14.12.201514:00 - 15:30H3

Exams

  • PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (WS 15/16, bewertet)
  • PWW-BA-12_Portfoliomanagement and Financial Analysis - VO (SS 16, bewertet)