Universität Wien FIND

040448 PR Performance-Analysis (MA) (2019W)

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

Termine inkludieren bereits Ausweichtermine.

An/Abmeldung

Details

max. 30 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Dienstag 08.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 15.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 22.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 29.10. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 05.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 12.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 26.11. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 03.12. 18:30 - 21:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Dienstag 10.12. 18:30 - 21:30 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).

Art der Leistungskontrolle und erlaubte Hilfsmittel

Written and oral. At least 80% of course units must be attended. Exams will be closed-book exams.

Mindestanforderungen und Beurteilungsmaßstab

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%.

Prüfungsstoff

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.

Literatur


Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mi 02.10.2019 18:07