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

FH bfi Vienna in cooperation with a local industry partner will offer the course intensive format lasting two weeks. The course will start with an introduction to the required theoretical background in applied asset management and intercultural learning topics such as cross cultural training, intercultural stimulation, and how to work in international teams. This introduction will be given by the local academic lecturer(s). The theory of intercultural management is applied in practice by forming international groups. Then, an introduction to the business case on applied asset management will be given, supplied by the representative of the local industry partner. Additional coaching will also be provided by the local industry representative together with the lecturer either at the university or during a company visit.

Mode of delivery

face to face

Type

compulsory

Recommended or required reading and other learning resources/tools

Elton, E., Gruber, M., Brown, S., Goetzmann, W., Modern Portfolio Theory and Investment Analysis, 8th edition, John Wiley & Sons, 2011 Reilly, F., Brown, K., Analysis of Investments & Management of Portfolios 10th international edition, South-Western, 2012 Relevant directives and standards (MiFId, GIPS, PPS, etc.)

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 a asset management focus.

Assessment methods and criteria

Students are assessed based on the quality of their group work, their clarity of speech and ideas and quality of argument, The assessment methods consist of a written examination (25%) for the offsite individual preparation (based on pre-assigned required readings), a case study report (50%) and its presentation (25%). Exact details of the assessment method will be described in the course syllabus which will be made available to the students at least one month before the start of the module.

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

2023

Semester

4 SS

Incoming

Yes

Learning outcome

Graduates are able to: • Apply academic knowledge in a practical asset management context for a specific company in the finance industry; • 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; • Understand and follow the relevant regulatory and ethical principles within the scope of asset management and know about their social and ethical implications; • Understand the fiscal regulations and their implications for private and institutional investors; • Prepare a set of solutions to an asset management case study Graduates 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. • Because they work in international teams they are able to manage intercultural (communication) problems. • Graduates will use industry-specific user software to collect, analyse and present financial data.

Course code

0613-09-08-BB-EN-M10