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

Brief description

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

Mode of delivery

face to face

Type

compulsory

Planned learning activities and teaching methods

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.

Assessment methods and criteria

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.

Prerequisites and co-requisites

successful completion of the preceeding semesters

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

6.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2025

Semester

4 SS

Incoming

Yes

Learning outcome

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

Course code

0613-09-08-BB-EN-M10

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