040187 KU Portfolio Management (MA) (2023S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Registration is open from Mo 13.02.2023 09:00 to We 22.02.2023 12:00
Registration is open from Mo 27.02.2023 09:00 to Tu 28.02.2023 12:00
Deregistration possible until Fr 17.03.2023 23:59

Details

max. 50 participants

Language: English

Lecturers

Mariya Knir

Classes (iCal) - next class is marked with N

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

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

Information

Aims, contents and method of the course

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).

Assessment and permitted materials

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).

Minimum requirements and assessment criteria

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

Examination topics

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

Reading list

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.

Association in the course directory

Last modified: Mo 08.05.2023 15:26