[ 515FINIIRIK20 ] KS Investmentanalysis and Riskmanagement

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Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS B2 - Bachelor's programme 2. year Business Administration Johann Burgstaller 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)KS Unternehmensfinanzierung, KS Wertpapiermanagement
Original study plan Bachelor's programme (*)Betriebswirtschaftslehre 2021W
Objectives Students should become familiar with basic topics in portfolio management, including asset pricing, investment performance, and financial risk management.
  • Returns, risk, and characteristics of financial market data
  • Portfolio theory: portfolio optimization and capital allocation
  • Asset pricing: index models, CAPM, APT, multifactor models
  • Empirical evidence on asset pricing
  • Performance measurement
  • Corporate risk management
Criteria for evaluation Exam, case studies.
Methods Lecture, discussion of case studies.
Language German
Study material Bodie, Z., Kane, A., Marcus, A.J. (2014), Investments, 10th ed., McGraw-Hill. Additional literature will be distributed in class.
Changing subject? No
On-site course
Maximum number of participants 100
Assignment procedure Assignment according to priority