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040448 PR Performance-Analysis (MA) (2019W)
Continuous assessment of course work
Labels
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Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 16.09.2019 09:00 to Mo 23.09.2019 12:00
- Registration is open from Th 26.09.2019 09:00 to Fr 27.09.2019 12:00
- Deregistration possible until Mo 14.10.2019 12:00
Details
max. 30 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 08.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 15.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 22.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 29.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 05.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 12.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 19.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 26.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 03.12. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Tuesday 10.12. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Information
Aims, contents and method of the course
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).
Assessment and permitted materials
Written and oral. At least 80% of course units must be attended. Exams will be closed-book exams.
Minimum requirements and assessment criteria
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%.
Examination topics
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.
Reading list
Association in the course directory
Last modified: Mo 07.09.2020 15:19