Semester:WS 21/22
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
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
- Ass.-Prof. Dr. Sebastian Stöckl
(Modulleitung)
- Dr. rer. oec. Matthias Herrmann-Romero, MSc
(Co-Modulleitung)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
- Prof. Dr. Marco J. Menichetti
(Interner Dozent)
- Dr. Hendrik Peer Kimmerle
(Interner Dozent)
- Michael Frei, CFA
(Referent)
- MMMag. Franz Glatzl
(Referent)
- Lukas Salcher, MSc
(E-Learning Admin)
- Tian Luan, MSc
(Lehrassistenz)
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
Stöckl, S. (2021): Tidy Portfoliomanagement in R,
http://tidy-pm.com
Exam Modalities
- Graded In-Class Presentation of Homework
Dates
| Datum | Zeit | Raum |
| 13.09.2021 | 13:00 - 13:45 | S2 |
| 20.09.2021 | 13:00 - 13:45 | S2 |
| 27.09.2021 | 13:00 - 13:45 | S2 |
| 04.10.2021 | 13:00 - 13:45 | S2 |
| 11.10.2021 | 13:00 - 13:45 | S2 |
| 18.10.2021 | 13:00 - 13:45 | S2 |
| 25.10.2021 | 13:00 - 13:45 | S2 |
| 08.11.2021 | 13:00 - 13:45 | S2 |
| 15.11.2021 | 13:00 - 13:45 | S2 |
| 22.11.2021 | 13:00 - 13:45 | S2 |
| 29.11.2021 | 13:00 - 13:45 | S2 |
| 06.12.2021 | 13:00 - 13:45 | S2 |
| 13.12.2021 | 13:00 - 13:45 | S2 |
| 20.12.2021 | 13:00 - 13:45 | S2 |
Exams
- PWW-BA-12_Seminar Portfoliomanagement and Financial Analysis - SE (WS 21/22, in Bewertung)