Universität Wien

040448 PR Performance-Analysis (MA) (2020W)

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

Termine inkludieren bereits Ausweichtermine.


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


max. 30 Teilnehmer*innen
Sprache: Englisch


Termine (iCal) - nächster Termin ist mit N markiert

Dienstag 06.10. 11:30 - 13:00 Digital
Dienstag 13.10. 11:30 - 13:00 Digital
Dienstag 20.10. 11:30 - 13:00 Digital
Dienstag 27.10. 11:30 - 13:00 Digital
Dienstag 03.11. 11:30 - 13:00 Digital
Dienstag 10.11. 11:30 - 13:00 Digital
Dienstag 17.11. 11:30 - 13:00 Digital
Dienstag 24.11. 11:30 - 13:00 Digital
Dienstag 01.12. 11:30 - 13:00 Digital
Dienstag 15.12. 11:30 - 13:00 Digital
Dienstag 12.01. 11:30 - 13:00 Digital
Dienstag 19.01. 11:30 - 13:00 Digital
Dienstag 26.01. 11:30 - 13:00 Digital


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. Plesae 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%.


All topics covered and discussed during course sessions.


Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Fr 12.05.2023 00:12