Applied Portfolio Management

Key Info

Basic Information

Studypath:
Bachelor Business Administration
Semester:
4
Course Type:
Lecture
Language:
English
Cycle:
Irregular
Scheduling:
Block seminar
Course Units:
4.0
Credits:
6.0
Course Limit:
5
Erasmus Capacity:
15
Compulsory Attendance:
No

Lecturer

The following details taken from the examination regulations BSBWL/10, SBPO 1. Änderungsordnung (zum SS 2017) are for information purposes only and not legally binding. For legally binding information, please refer to the corresponding official examination regulations of the program Bachelor Business Administration.

Syllabus

This unit aims to enable students to develop their understanding of the concepts of investment strategy, portfolio selection and performance measurement and their application to real estate markets. It will develop students' analytic capacity. Upon completion of the module, students should have a detailed understanding of key theoretical concepts in investment strategy, be able to appraise critically published work in the field and apply this knowledge to the analysis of complex real estate problems. The number of participants is limited.

Objectives

Upon completion of the module, a student should be able to:
• identify and explain the key theoretical concepts from finance and economics relating to in-vestment strategy, portfolio selection and performance measurement and be able to apply such concepts to real estate markets
• discuss, and appraise critically, relevant literature applying investment strategy, portfolio se-lection and performance measurement models to real estate markets
• apply theoretical investment strategy and portfolio management principles to practical real estate problems
• analyse capital market data using quantitative techniques, to identify theoretically optimal portfolio strategies and assess manager performance
• interpret and evaluate published results of empirical research in the field
• develop their IT skills through the computer-based workshops
• enhance their capacity to read complex published material in a critical fashion

Prerequisites

Basic knowledge in investment and finance
A Minimum of 57 CP is Required in Accordance with §5 (2)

Examination

Paper (100%, graded)

Further Information

No information available in English at the moment.

Literature

• Markowitz, Harry M. (1952): Portfolio Selection, Journal of Finance 7 (1), 77-91.
• Spremann, Klaus (2008): Portfoliomanagement, 4. Auflage, München, Oldenbourg Wissenschaftsverlag.