4407319: Seminar Portfoliomanagement and Financial Analysis

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Semester:WS 17/18
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
11.09.201713:00 - 13:45S4
18.09.201713:00 - 13:45S4
25.09.201713:00 - 13:45S4
02.10.201713:00 - 13:45S4
09.10.201713:00 - 13:45S4
16.10.201713:00 - 13:45S4
23.10.201713:00 - 13:45S4
06.11.201713:00 - 13:45S4
13.11.201713:00 - 13:45S4
20.11.201713:00 - 13:45S4
27.11.201713:00 - 13:45S4
04.12.201713:00 - 13:45S4
11.12.201713:00 - 13:45S4
18.12.201713:00 - 13:45S4

Exams

  • PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 17/18, in Bewertung)