Universität Wien
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040448 PR Performance Analysis (MA) (2024W)

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

Termine inkludieren bereits Ausweichtermine.
Tu 01.10. 11:30-13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß

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. 30 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 08.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 15.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 22.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 29.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 05.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 12.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 19.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 26.11. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 03.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 10.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 17.12. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 07.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 14.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 21.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Tuesday 28.01. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß

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 16.09.2024 11:06