040448 PR Performance-Analysis (MA) (2020W)
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 14.09.2020 09:00 bis Mi 23.09.2020 12:00
- Abmeldung bis Sa 31.10.2020 12:00
Details
max. 30 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
- Dienstag 06.10. 11:30 - 13:00 Digital
- Dienstag 13.10. 11:30 - 13:00 Digital
- Dienstag 20.10. 11:30 - 13:00 Digital
- Dienstag 27.10. 11:30 - 13:00 Digital
- Dienstag 03.11. 11:30 - 13:00 Digital
- Dienstag 10.11. 11:30 - 13:00 Digital
- Dienstag 17.11. 11:30 - 13:00 Digital
- Dienstag 24.11. 11:30 - 13:00 Digital
- Dienstag 01.12. 11:30 - 13:00 Digital
- Dienstag 15.12. 11:30 - 13:00 Digital
- Dienstag 12.01. 11:30 - 13:00 Digital
- Dienstag 19.01. 11:30 - 13:00 Digital
- Dienstag 26.01. 11:30 - 13:00 Digital
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).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. Students are expected to participate actively in virtual classroom discussion.The course will be held in English. Plesae note that due to the COVID-19 pandemic no physical presence will be required. Lectures will be held in moodle within BBB-meeting rooms.
Art der Leistungskontrolle und erlaubte Hilfsmittel
1) homework assignments
2) virtual classroom participation
3) oral exam
2) virtual classroom participation
3) oral exam
Mindestanforderungen und Beurteilungsmaßstab
overall score =
40% * virtual oral exam +
40% * homework assignments +
20% * active classroom participationA positive grade requires an overall score of at least 50%.
40% * virtual oral exam +
40% * homework assignments +
20% * active classroom participationA positive grade requires an overall score of at least 50%.
Prüfungsstoff
All topics covered and discussed during course sessions.
Literatur
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Fr 12.05.2023 00:12