5610879: C21_Portfolio Management and Financial Analysis (VT IFS) - Seminar

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Semester:WS 23/24
Scheduled in semester:5
Semester Hours per Week / Contact Hours:14.0 L / 10.5 h
Self-directed study time:79.5 h

Module coordination/Lecturers


Bachelor's degree programme in Business Administration (01.09.2021)


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


    • apply theoretical concepts in specific examples.
    • transfer concepts into new environments, seek solution possibilities.
    • transfer theoretical concepts to specific examples/assignments.
    • present the results of your assignments in class.
    • apply concepts and models of portfolio management in practice.
    • recognize your investment environment and accordingly specify your models7settings.
    • evaluate models and decide upon which of the models fits your/the clients' needs.
    • understand applicability and validity of different models.
    • present assignment to class, discuss and transfer your solution to others.
    • understand and discuss the arguments of fellow students.
    • have presentation skills
    • have feedback skills
    • use R to solve Home Assignments

Lectures Method

Home assignments with presentations, group project


  • Bodie, Kane, Marcus (2007): Investments. 10th edition, McGraw-Hill, New York.
  • Jackson, Mary; Staunton, Mike (2003): Advanced modelling in finance using Excel and VBA, Wiley, New Jersey.
  • Meucci, Attilio (2009): Risk and Asset Allocation. 1st edition, Springer, Berlin.

Exam Modalities

  • in class presentation of home assignment 33,3%
  • in class presentation of home assignment 33,3%
  • in class presentation of home assignment 33,3%