Portfolio Training Game

Brief description

• Regulatory frameworks • Analyses and Prognoses of interest rate curves and bond yields • Measuring and managing portfolio risks • Measuring performance, and analysis of attribution • Advanced methods of asset allocation, especially the Black-Litterman Model for portfolio controlling, and parametric methods

Mode of delivery

face to face

Type

compulsory

Planned learning activities and teaching methods

Lecture, group work, presentations, discussions

Assessment methods and criteria

Continuous assessment, and grading preparation and delivery of a presentation

Prerequisites and co-requisites

Financial Mathematics, Descriptive Statistics, Inferential Statistics, Options, Equity & Portfolio Selection, Fixed Income

Infos

Degree programme

Banking and Finance (Bachelor)

Cycle

Bachelor

ECTS Credits

2.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2026

Semester

4 SS

Incoming

Learning outcome

After successful completion of the module, students can • apply the legal, regulatory, and fiscal framework conditions to the portfolio to be created • assess markets and investment instruments with a view to expected returns and risks • apply tools, among them being data systems (Bloomberg, Reuters, Datastream) and software programs • present their own analyses to colleagues and experts and regularly draft written portfolio reports • communicate in specialists‘ teams, adopting various team roles, decide on trading actions and implement them

Course code

0229-19-01-BB-DE-20

Portfolio Training Game