Universität Wien
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040207 KU Portfolio Management (MA) (2024W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE
Th 03.10. 13:15-14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.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).
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Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Intermediate Exam - Thursday 31.10.2024 13:15 - 14:45
Presentations of individual assignments - Thursday 05.12.2024 13:15 - 14:45
Final Exam - Thursday 30.01.2025 13:15 - 14:45

  • Thursday 10.10. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 17.10. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 24.10. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 31.10. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 07.11. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 14.11. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 21.11. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 28.11. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 05.12. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 12.12. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 09.01. 13:15 - 14:45 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 16.01. 13:15 - 14:45 Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 23.01. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 30.01. 13:15 - 14:45 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.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 their distinctive characteristics like risk and return objectives, constraints, time horizon, risk tolerance etc.
Within the topics of the course, we focus on:
- strategic considerations in asset allocations, both to traditional and alternative investments, depending on individual and institutional client's characteristics;
- the role of alternative investments and approaches of allocation of alternative investments in multi-asset portfolios;
- issues related to hedge funds and private equity and their investment strategies;
- private wealth management and key concepts of lifetime financial advice including retirement planning;
- various approaches of taxation of investment activity in the global perspective;
- issues related to investment strategies of institutional investors, such as pension funds, sovereign wealth funds university, endowments and foundations, banks and insurers.

It is important that students understand the concepts of financial market organization, market efficiency, asset pricing, portfolio theory and risk and return concepts.

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 (26%), active participation in class (14%) and individual assignment (20%).
Intermediate exam will be conducted in class in the form of open-ended and multiple-choice questions (closed book) via Moodle platform.
Individual assignment is graded provided two requirements are fulfilled: timely uploading of file into the Moodle and class attendance on the date assigned for oral presentations.
Active participation in class is assessed based on the results of the Kahoot quizzes in class.
Final exam will be conducted in class in the form of open-ended and multiple-choice questions (closed book) via Moodle platform. Before the final exam the students will be able to check their progress by doing the mock test.

Minimum requirements and assessment criteria

Attendance of all classes is compulsory. To pass the course, you need to achieve an aggregate score of at least 50%.

Examination topics

All topics covered in class

Reading list

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

Association in the course directory

Last modified: Mo 16.09.2024 11:06