Universität Wien
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040448 PR Performance Analysis (MA) (2023W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
MIXED

Termine inkludieren bereits Ausweichtermine.
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. 30 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

- Oral exams will take place beginning at the end of Jannuary 2024. Please note that the oral exam will take place on-site without any exceptions.
- Students will be informed at the beginning of the course which course units require physical presence
- Since the course is announced as "mixed online/digital", I would like to clarify in advance the meaning of "mixed". It means that some sessions will require your physical presence while others will be held in digital form - as announced this will be specified in advance at the beginning of the course. It does not mean, that you can attend course sessions physically or digitally at your own discretion.

  • Tuesday 10.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 17.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 24.10. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 07.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 14.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 21.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 28.11. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 05.12. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 12.12. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 09.01. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 16.01. 11:30 - 13:00 Digital
    PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 23.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 30.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 30.01. 16:45 - 18:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 30.01. 18:30 - 20:00 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 31.01. 16:45 - 18:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 31.01. 18:30 - 20:00 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock

Information

Aims, contents and method of the course

Within the framework of asset management, the analysis of the investment performance of a portfolio is a central, challenging and responsible task as (risk-adjusted) performance is one of the key determinants of an asset manager's product quality.

Once investment performance has been measured using a suitable performance measure, contribution analysis helps to break performance down to individual portfolio positions, arbitrary groups of positions (ratings, countries, etc.) or down to the strategy-level.

If portfolios are managed against a benchmark, performance attribution analysis explains the reasons for particular out- or underperformance, i.e. the excess return.

The aim of this course is to familiarize students with the aforementioned central topics of performance analysis as well as with other related topics such as benchmarking, the design or calculation of performance-related fee structures, external performance analysis, risk-adjusted performance measurement or Global Investment Performance Standards (GIPS).

The topics are first explained by the lecturer from a theoretical point of view and then discussed with the students on the basis of practical examples and case studies. Students are expected to participate actively in virtual classroom discussion.

The course will be held in English. Please note that due to the COVID-19 pandemic no physical presence will be required. Lectures will be held in moodle within BBB-meeting rooms.

Assessment and permitted materials

1) homework assignments
2) virtual classroom participation
3) oral exam

Minimum requirements and assessment criteria

overall score =
40% * virtual oral exam +
40% * homework assignments +
20% * active classroom participation

A positive grade requires an overall score of at least 50%.

Examination topics

All topics covered and discussed during course sessions.

Reading list

Association in the course directory

Last modified: Mo 29.01.2024 11:25