Universität Wien
Achtung! Das Lehrangebot ist noch nicht vollständig und wird bis Semesterbeginn laufend ergänzt.

040448 PR Performance-Analysis (MA) (2023W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung
GEMISCHT

Termine inkludieren bereits Ausweichtermine.
Moodle

An/Abmeldung

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

Details

max. 30 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

- Oral exams will take place beginning at the end of Jannuary 2024. Please note that the oral exam will take place on-site without any exceptions.
- Students will be informed at the beginning of the course which course units require physical presence
- Since the course is announced as "mixed online/digital", I would like to clarify in advance the meaning of "mixed". It means that some sessions will require your physical presence while others will be held in digital form - as announced this will be specified in advance at the beginning of the course. It does not mean, that you can attend course sessions physically or digitally at your own discretion.

  • Dienstag 10.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 17.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 24.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 07.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 14.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 21.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 28.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 05.12. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 12.12. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 09.01. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 16.01. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 23.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 30.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 30.01. 16:45 - 18:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 30.01. 18:30 - 20:00 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Mittwoch 31.01. 16:45 - 18:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Mittwoch 31.01. 18:30 - 20:00 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).

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. Please 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

Mindestanforderungen und Beurteilungsmaßstab

overall score =
40% * virtual oral exam +
40% * homework assignments +
20% * active classroom participation

A 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: Mo 29.01.2024 11:25