Universität Wien
Warning! The directory is not yet complete and will be amended until the beginning of the term.

040187 KU Portfolio Management (MA) (2024S)

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).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

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
Post Exam consultation (optional) - Monday 24.06.2024 08:00 - 09:30

  • Thursday 07.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 14.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 21.03. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 11.04. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 18.04. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 25.04. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 02.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 16.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 23.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 06.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 13.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 20.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 24.06. 08:00 - 09:30 Hörsaal 10 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 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.

Assessment and permitted materials

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.

Minimum requirements and assessment criteria

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

Examination topics

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

Reading list

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.

Association in the course directory

Last modified: We 31.07.2024 11:25