Universität Wien

040448 PR Performance-Analysis (MA) (2024W)

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

Termine inkludieren bereits Ausweichtermine.
Moodle
Di 26.11. 11:30-13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß

An/Abmeldung

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

Details

max. 30 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

  • Dienstag 01.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 08.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 15.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 22.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 29.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 05.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 12.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 19.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 03.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 10.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 17.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 07.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 14.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 21.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Dienstag 28.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß

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).

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. Please 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) classroom participation
3) exam

Mindestanforderungen und Beurteilungsmaßstab

overall score =
40% * exam +
40% * homework assignments +
20% * classroom participation
A positive grade requires an overall score of at least 50%.

Prüfungsstoff

All topics covered and discussed during course sessions.

Literatur

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Fr 04.10.2024 17:05