Universität Wien
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040187 KU Portfolio Management (MA) (2025S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung
VOR-ORT
Do 06.03. 15:00-16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock

Details

max. 50 Teilnehmer*innen
Sprache: Englisch

Lehrende

    Termine (iCal) - nächster Termin ist mit N markiert

    Midterm Exam: Thursday 03.04.2025 15:00 - 16:30
    Presentations on site: Thursday 22.05.2025 15:00 - 16:30
    Final Exam: Thursday 26.06.2025 15:00 - 16:30

    • Donnerstag 13.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 20.03. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 27.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 03.04. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 10.04. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 08.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 15.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 22.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 05.06. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 12.06. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
    • Donnerstag 26.06. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock

    Information

    Ziele, Inhalte und Methode der Lehrveranstaltung

    The objective of the course is to provide students with wider analytic thinking and deeper understanding of the decision-making process in portfolio management.
    The course introduces the students to the different types of individual and institutional clients with their distinctive characteristics (e.g. goals, time horizon, constraints, risk tolerance) and needs.
    The course focuses on asset allocations considerations, both for traditional and alternative investments, depending on investor's profile.

    It is important that students understand the concepts of financial market organization, market efficiency, asset pricing, portfolio theory and risk and return concepts.

    The following topics are covered in the course:
    1. Portfolio Management Process
    2. Passive and Active Investing
    3. Alternative Investments
    4. Private Wealth Management
    5. Taxes in Portfolio Management
    6. Portfolio Management for Institutional Clients
    7. Professionalism and Portfolio Manager Selection

    Practice problems.
    To reinforce the understanding of key concepts and practice decision making skills, we will connect the course content with relevant practice problems (via Kahoot quizzes).

    Individual assignment.
    Students are invited to play the role of portfolio manager of an individual client and present a personal investment advice for his/her client. The investment advice must be justified based on the client's profile with systematized personal and financial information, determined client's needs, goals, constraints and risk tolerance.

    Guest Speaker.
    A guest speaker from investment business will be hosted at the end of the course.

    Art der Leistungskontrolle und erlaubte Hilfsmittel

    Grades for this course are based on the final exam (40%), mid-term exam (25%), active participation in class (15%) and individual assignment (20%).
    Intermediate and final exams will be conducted in class in the form of open-ended and multiple-choice questions (closed book).

    Mindestanforderungen und Beurteilungsmaßstab

    To pass the course, you need to achieve an aggregate score of at least 50%.

    Prüfungsstoff

    All topics covered in class. Mock test will be available before the exam.

    Literatur

    1. Textbooks
    The main textbook for the course is Portfolio Management in Practice, Volume 1: Investment Management, 2020, CFA Institute, Wiley.
    The list of further reading is presented in the syllabus.

    2. Lecture Notes
    Lecture materials will be available in Moodle and are recommended to be read before the lecture. They are not a substitute for attending the class or reading relevant material in the textbook.

    Zuordnung im Vorlesungsverzeichnis

    Letzte Änderung: Do 16.01.2025 12:05