Universität Wien
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040207 KU Portfolio Management (MA) (2023W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE
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 16.11.2023, 13:15 - 14:45
Presentations of individual assignments - Thursday 14.12.2023, 13:15 - 14:45
Final Exam - Thursday 25.01.2024, 13:15 - 14:45

  • Thursday 05.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 12.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 19.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 06.11. 08:00 - 09:30 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 09.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 16.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 23.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 30.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 06.12. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 07.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 14.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 11.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 18.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 25.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß

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.
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).

Within the topics of the course, we focus on different categories of alternative investments such as real estate, private equity, commodities and discuss approaches of allocation of alternative investments in multi-asset portfolios. We focus on hedge funds and their various investment strategies. We analyze the role of private wealth management and key concepts of lifetime financial advice including retirement planning and taxation approaches. We discuss the characteristics of institutional investors, such as pension funds, sovereign wealth funds university, endowments, private foundations, banks, and insurers. In the end of the course a guest speaker from investment business industry will deliver a presentation about investment opportunities on emerging markets.

Before the final exam students will be able to check their progress by doing the mock test.

*** The use of AI tools (e.g. ChatGPT) for the production of texts is only permitted if they are expressly requested by the course leader (e.g. for individual work tasks).

Assessment and permitted materials

Grades for this course are based on the final exam (40%), mid-term exam (30%), in class problem-solving practice (15%), individual assignment (15%).

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

Reading list

Reading list.
Portfolio Management in Practice, Volume 1: Investment Management, 2020, CFA Institute, Wiley

Association in the course directory

Last modified: We 07.02.2024 12:05