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040448 PR Performance-Analysis (MA) (2019W)
Prüfungsimmanente Lehrveranstaltung
Labels
Termine inkludieren bereits Ausweichtermine.
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 16.09.2019 09:00 bis Mo 23.09.2019 12:00
- Anmeldung von Do 26.09.2019 09:00 bis Fr 27.09.2019 12:00
- Abmeldung bis Mo 14.10.2019 12:00
Details
max. 30 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
- Dienstag 08.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 15.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 22.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 29.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 05.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 12.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 19.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 26.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 03.12. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Dienstag 10.12. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Within the framework of asset management, the analysis of the investment performance of a portfolio is a central, challenging and responsible task as (risk-adjusted) performance is one of the key determinants of an asset manager's product quality.Once investment performance has been measured using a suitable performance measure, contribution analysis helps to break performance down to individual portfolio positions, arbitrary groups of positions (ratings, countries, etc.) or down to the strategy-level.If portfolios are managed against a benchmark, performance attribution analysis explains the reasons for particular out- or underperformance, i.e. the excess return.The aim of this course is to familiarize students with the aforementioned central topics of performance analysis as well as with other related topics such as benchmarking, the design or calculation of performance-related fee structures, external performance analysis, risk-adjusted performance measurement or Global Investment Performance Standards (GIPS).
Art der Leistungskontrolle und erlaubte Hilfsmittel
Written and oral. At least 80% of course units must be attended. Exams will be closed-book exams.
Mindestanforderungen und Beurteilungsmaßstab
overall score =
25% * %-points written midterm exam +
25% * %-points classroom participation +
50% * %-points written final exam
A positive grade requires an overall score of at least 50%.
25% * %-points written midterm exam +
25% * %-points classroom participation +
50% * %-points written final exam
A positive grade requires an overall score of at least 50%.
Prüfungsstoff
The topics are first explained by the lecturer from a theoretical point of view and then discussed with the students on the basis of practical examples and case studies. An active cooperation and participation of the students is not only desired, but also required.
Literatur
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 07.09.2020 15:19