Portfolio Training Game

• Regulatory frameworks • Software R • 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

Recommended or required reading and other learning resources/tools

Own PowerPoint slides and exercise sheets

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

Infos

Degree programme

Banking and Finance (engl.)

Cycle

Bachelor

ECTS Credits

2.00

Language of instruction

English

Curriculum

Full-Time

Academic year

2021

Semester

4 SS

Incoming

No

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 (e.g. R) • 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

1229-19-01-VZ-EN-20