Inhalt
[ 572BFINIURK15 ] KS Investmentanalysis and Riskmanagement
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| Es ist eine neuere Version 2021W dieser LV im Curriculum Bachelor's programme Business and Economics 2021W vorhanden. |
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| (*) Unfortunately this information is not available in english. |
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| Workload |
Education level |
Study areas |
Responsible person |
Hours per week |
Coordinating university |
| 4 ECTS |
B2 - Bachelor's programme 2. year |
Business Administration |
Johann Burgstaller |
2 hpw |
Johannes Kepler University Linz |
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| Detailed information |
| Pre-requisites |
(*)KS Unternehmensfinanzierung UND KS FinTheorie/Wertpapiermanagement
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| Original study plan |
Bachelor's programme Business and Economics 2015W |
| Objectives |
Students obtain detailed knowledge about theoretically and empirically relevant topics in corporate finance and porfolio management, such as, for example, asset pricing models, performance analysis, and the management of financial risks.
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| Subject |
- Returns, risk, and the characteristics of financial market data
- Portfolio theory: portfolio optimization and capital allocation
- Asset pricing: index models, CAPM, APT, multifactor models
- Empirical evidence on asset prices
- Investment and portfolio performance
- Risk management methods and instruments
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| Criteria for evaluation |
Final exam, practical exercise
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| Methods |
Lecture
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| Language |
German |
| Study material |
Basic textbook: Bodie, Z., Kane, A., Marcus, A.J. (2014), Investments, 10th edition, McGraw-Hill.
Additional material will be distributed in class.
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| Changing subject? |
No |
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| On-site course |
| Maximum number of participants |
200 |
| Assignment procedure |
Assignment according to priority |
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