Universität Wien

040187 KU Portfolio Management (MA) (2023S)

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

Midterm Exam: Monday 24.04.2023 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock 02.308
Final Exam: Monday 26.06.2023 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock 02.308

Montag 06.03. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 20.03. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 27.03. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 17.04. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 24.04. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 08.05. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 15.05. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 22.05. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 05.06. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 12.06. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 19.06. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Montag 26.06. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock

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 portfolio management process.

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).

Art der Leistungskontrolle und erlaubte Hilfsmittel

Grades for this course are based on the final exam (45%), mid-term exam (30%), class participation (15% - Kahoot quizzes , 10% - team work with practice cases).
Intermediate exam will be conducted in the form of multiple-choice quiz (open book).
Final exam will be conducted in the form of multiple-choice quiz (closed book).

Mindestanforderungen und Beurteilungsmaßstab

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

Prüfungsstoff

1. Financial Markets and Asset Allocation (Revision)
2. Portfolio Management Process
3. Alternative Investments
4. Hedge Fund and Private Equity Terms and Strategies
5. Private Wealth Management and Lifetime Financial Advice
6. Retirement Planning
7. Case study in Personal Financial Advice
8. Portfolio Management for Institutional Clients (Pension Funds and Sovereign Wealth Funds)
9. Portfolio Management for Institutional Clients (University Endowments, Private Foundations, Banks and Insurers)
10. Trading Strategies
11. Trade Execution Guest Speaker
12. Mini Case in Portfolio Management for Institutional Funds
13. The Role and Professionalism of Portfolio Manager

Literatur

1. Textbooks
The main textbook for the course is:
Portfolio Management in Practice, Volume 1: Investment Management, 2020, CFA Institute, Wiley
Additional textbooks:
Bodie, Zvi, Alex Kane, And Alan J. Marcus, 2021, Investments, 12th edition, McGraw-Hill/Irwin
Alternative investments, 2022, CFA Institute, Wiley
2. Lecture Notes
Lecture materials will be in Moodle and are recommended to be read prior to the lecture. They are not a substitute for attending the class or reading relevant material in the textbook.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mo 08.05.2023 15:26