Universität Wien
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040187 KU Portfolio Management (MA) (2025S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Th 06.03. 15:00-16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock

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

Midterm Exam: Thursday 03.04.2025 15:00 - 16:30
Presentations on site: Thursday 22.05.2025 15:00 - 16:30
Final Exam: Thursday 26.06.2025 15:00 - 16:30

  • Thursday 13.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.03. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 03.04. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.04. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 08.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 22.05. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 05.06. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 12.06. 15:00 - 16:30 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 26.06. 15:00 - 16:30 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 decision-making process in portfolio management.
The course introduces the students to the different types of individual and institutional clients with their distinctive characteristics (e.g. goals, time horizon, constraints, risk tolerance) and needs.
The course focuses on asset allocations considerations, both for traditional and alternative investments, depending on investor's profile.

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. Passive and Active Investing
3. Alternative Investments
4. Private Wealth Management
5. Taxes in Portfolio Management
6. Portfolio Management for Institutional Clients
7. Professionalism and Portfolio Manager Selection

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 (25%), active participation in class (15%) and individual assignment (20%).
Intermediate and final exams will be conducted in class in the form of open-ended and multiple-choice questions (closed book).

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: Th 23.01.2025 11:05