Universität Wien

040187 KU Portfolio Management (MA) (2024S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung
VOR-ORT
Moodle
Do 02.05. 13:15-14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock

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

Intermediate Exam - Thursday 18.04.2024 13:15 - 14:45
Presentations of individual assignments - Thursday 23.05.2024 13:15 - 14:45
Final Exam - Thursday 20.06.2024 13:15 - 14:45

Donnerstag 07.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 14.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 21.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 11.04. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 18.04. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 25.04. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 16.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 23.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 06.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 13.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 20.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.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 decision-making process in portfolio management.
The course introduces the students to the different types of investment management clients with the distinctive characteristics and needs of each.
The course focuses as well on strategic considerations in asset allocations, both to traditional and alternative investments, depending on individual and institutional client's characteristics (e.g. goals, time horizon, constraints, risk tolerance).

It is important that students understand the concepts of financial market organization, market efficiency, asset pricing, portfolio theory and risk and return concepts.

The following topics are covered in the course:
1. Portfolio Management Process
2. Alternative Investments Strategies in Asset Allocation
3. Private Wealth Management
4. Taxes in Portfolio Management
5. Portfolio Management for Institutional Clients
6. Professionalism and Remuneration of Portfolio Manager

Practice problems.
To reinforce the understanding of key concepts and practice decision making skills, we will connect the course content with relevant practice problems (via Kahoot quizzes).

Individual assignment.
Students are invited to play the role of portfolio manager of an individual client and present a personal investment advice for his/her client. The investment advice must be justified based on the client's profile with systematized personal and financial information, determined client's needs, goals, constraints and risk tolerance.

Guest Speaker.
A guest speaker from investment business will be hosted at the end of the course.

Art der Leistungskontrolle und erlaubte Hilfsmittel

Grades for this course are based on the final exam (40%), mid-term exam (30%), active participation in class (15%) and individual assignment (15%).
Intermediate exam will be conducted in class in the form of open-ended and multiple-choice questions (closed book) via Moodle platform.
Final exam will be conducted in class in the form of open-ended and multiple-choice questions (closed book) via Moodle platform.

Mindestanforderungen und Beurteilungsmaßstab

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

Prüfungsstoff

All topics covered in class. Mock test will be available before the exam.

Literatur

1. Textbooks
The main textbook for the course is Portfolio Management in Practice, Volume 1: Investment Management, 2020, CFA Institute, Wiley.
The list of further reading is presented in the syllabus.

2. Lecture Notes
Lecture materials will be available in Moodle and are recommended to be read before the lecture. They are not a substitute for attending the class or reading relevant material in the textbook.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Do 18.04.2024 11:45