Portal
Equity und Portfolio Selection
Lehrinhalte
• Share markets and types of shares • Multipliers and Dividendenbarwert model • Equity Analysis: Fundamental and Technical Analysis • Portfolio theory according to Markowitz and CAPM asset classes • Portfolio strategies: Strategic and tactical asset allocation • Passive and active strategies • Information efficiency and benchmark performance, and attribution analysis in strategic asset allocation • Quantitative methods for long-term and short-term forecasts of the distribution of stock returns • Equity investment instruments: Active and passive investment funds, ETFs, forwards/futures on indices • Taxation of a portfolio with forwards/futures
Art der Vermittlung
Präsenzveranstaltung
Art der Veranstaltung
Pflichtfach
Empfohlene Fachliteratur
Richard A. Brealey/ Stewart Myers/Franklin Allen (2019): Principles of Corporate Finance, Mc Graw Hill, Boston, 13th edition Frank K. Reilly/ Keith C. Brown (2018): Investment Analysis and Portfolio Management, Thomson Learning, London, 11th edition
Lern- und Lehrmethode
ILV, Vortrag, Übungsaufgaben, Gruppenarbeit, Diskussion
Prüfungsmethode
Continuous assessment (contributions by students in class) and written exam
Voraussetzungen laut Lehrplan
Fixed Income, Financial Mathematics, Descriptive and Inferential Statistics
Schnellinfos
Studiengang
Bank- und Finanzwirtschaft (Bachelor)
Akademischer Grad
Bachelor
ECTS Credits
3.00
Unterrichtssprache
Deutsch
Studienplan
Vollzeit
Studienjahr, in dem die Lerneinheit angeboten wird
WS2026
Semester in dem die Lehrveranstaltung angeboten wird
3 WS
Incoming
Nein
Lernergebnisse der Lehrveranstaltung
After successful completion of the course, students can • define the nature of shares, the various forms of shares and share-like assets (derivatives on shares, share funds, certificates) and the organisation of a stock exchange • label the basics of the equity portfolio management process (e.g. analysis, forecasting, selection and performance measurement) • value shares and forward transactions on shares and share indices • calculate and interpret the relevant sensitivity and risk indicators for individual securities and portfolios • control these indicators in an equity portfolio with the aid of derivatives
Kennzahl der Lehrveranstaltung
0229-19-01-VZ-DE-27