Applied Research in Asset and Risk Management - Advanced Topics in Asset Management

Lehrinhalte

Workshop on intercultural and international issues
Using Financial Databases (Refinitiv Market Monitor, Bloomberg)
Portfolio Theory: Mean Variance Optimisation, Capital Asset Pricing Model, Equity Valuation Models, Financial Statement Analysis, Multi-Factor Models
Fund Management and Portfolio Construction in Practice
Generation of Key Information Documents considering regulatory requirements

Art der Vermittlung

Präsenzveranstaltung

Art der Veranstaltung

Pflichtfach

Empfohlene Fachliteratur

Bodie, Z., Kane, A., Marcus, A., 2014, Investments, 10th edition, McGraw-Hill; Lewis, R., 2012, When Teams Collide: Managing the International Team Successfully, Nicholas Brealey Publishing

Lern- und Lehrmethode

Case Study: This course will be taught as a combination of lectures, additional reading materials, class discussions, group work and an in-depth case study on a realistic business problem with an asset management focus. The learning methods include collaborative online learning (COIL) aspects in the off-site phase, intercultural workshops, interactive teaching (lecture and discussion), and independent team work in internationally mixed teams.

Prüfungsmethode

The assessment is based on the interaction with other students prior to the onsite venue (10%), the written assessment on the required preparatory readings at the beginning of the onsite venue (20%), the written case study report (30%) and the presentation of the case study report (40%). A written reflection on the intercultural experience encountered during the programme is a prerequisite for passing the course.

Voraussetzungen laut Lehrplan

successful completion of the preceeding semesters

Schnellinfos

Studiengang

Quantitative Asset and Risk Management (Master)

Akademischer Grad

Master

ECTS Credits

6.00

Unterrichtssprache

Englisch

Studienplan

Berufsbegleitend

Studienjahr, in dem die Lerneinheit angeboten wird

2025

Semester in dem die Lehrveranstaltung angeboten wird

4 SS

Incoming

Lernergebnisse der Lehrveranstaltung

Graduates are able to: apply academic knowledge in a practical asset management context, combine assets into an appropriate portfolio, conduct the elements of the portfolio management process (analysis, forecasting, selection and performance and attribution analysis) for a portfolio of assets, explain and apply the relevant regulatory and ethical principles within the scope of asset management, prepare a set of solutions to an asset management case study, prepare a set of solutions to an asset management case study appropriate for a global audience (this includes the ability to explain complex issues and to evaluate different options for action to facilitate executive level decision-making), are able to manage intercultural (communication) challenges as they participate in workshops on international and intercultural issues and as they work in international teams they are able to manage intercultural (communication) problems

Kennzahl der Lehrveranstaltung

0613-09-08-BB-EN-M10