Universität Wien

040207 KU Portfolio Management (MA) (2023W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung
VOR-ORT
Moodle

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 50 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Intermediate Exam - Thursday 16.11.2023, 13:15 - 14:45
Presentations of individual assignments - Thursday 14.12.2023, 13:15 - 14:45
Final Exam - Thursday 25.01.2024, 13:15 - 14:45

  • Donnerstag 05.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 12.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 19.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Montag 06.11. 08:00 - 09:30 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
  • Donnerstag 09.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 16.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 23.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 30.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Mittwoch 06.12. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 07.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 14.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 11.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 18.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 25.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß

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

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

Within the topics of the course, we focus on different categories of alternative investments such as real estate, private equity, commodities and discuss approaches of allocation of alternative investments in multi-asset portfolios. We focus on hedge funds and their various investment strategies. We analyze the role of private wealth management and key concepts of lifetime financial advice including retirement planning and taxation approaches. We discuss the characteristics of institutional investors, such as pension funds, sovereign wealth funds university, endowments, private foundations, banks, and insurers. In the end of the course a guest speaker from investment business industry will deliver a presentation about investment opportunities on emerging markets.

Before the final exam students will be able to check their progress by doing the mock test.

*** The use of AI tools (e.g. ChatGPT) for the production of texts is only permitted if they are expressly requested by the course leader (e.g. for individual work tasks).

Art der Leistungskontrolle und erlaubte Hilfsmittel

Grades for this course are based on the final exam (40%), mid-term exam (30%), in class problem-solving practice (15%), individual assignment (15%).

Mindestanforderungen und Beurteilungsmaßstab

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

Prüfungsstoff

All topics covered in class

Literatur

Reading list.
Portfolio Management in Practice, Volume 1: Investment Management, 2020, CFA Institute, Wiley

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mi 07.02.2024 12:05