Inhalt

[ 572BFINIURK15 ] KS Investmentanalysis and Riskmanagement

Versionsauswahl
Es ist eine neuere Version 2019W dieser LV im Curriculum Bachelor's programme Business and Economics 2019W vorhanden.
(*) Unfortunately this information is not available in english.
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
Detailed information
Pre-requisites (*)KS Unternehmensfinanzierung UND KS FinTheorie/Wertpapiermanagement
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.
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
Criteria for evaluation Final exam, practical exercise
Methods Lecture
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.
Changing subject? No
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority