312203 Portfolio- und Risikomanagement (V) (SoSe 2006)
Contents, comment
-
1.Asset-Liability-Management
1.1. Instrumente
1.2. Methoden
2. Betriebliches Wechselkursrisikomanagement
2.1. Kurssicherungsinstrumente
2.2. Exposure-Konzept
2.3. Analyse konkreter Absicherungsprobleme
3. Portfolio-Optimierung
3.1. Statische Portfolio-Optimierung
3.2. Dynamische Portfolio-Optimierung
4. Portfolio-Insurance
4.1. Synthetische Put-Optionen
4.2. Stop-Loss-Limits
4.3. Constant-Proportion-Portfolio Insurance
5. Performance-Messung
5.1. Konzepte
5.2. Meßprobleme
Bibliography
-
DUFFIE, D.:
Futures Markets. Englewood Cliffs, 1989.
JORION, P.; Khoury, S.J.:
Financial Risk Management. Domestic and International
Dimensions. Cambridge, Oxford: Blackwell Business, 1996.
MARKOWITZ, H.M..:
Mean-Variance Analysis in Portfolio Choice and Capital Markets. Basil Blackwell, 1987.
ZIMMERMANN, H.; RUDOLF, M.; JAEGER, S.; ZOGG-WETTER, C.;
Moderne Performance-Messung. Ein Handbuch für die Praxis. Bern: Haupt, 1996.
External comments page
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 14-16 | W9-109 | 03.04.-14.07.2006 | |
| one-time | Di | 10-12 | H11 | 18.07.2006 | Klausur |
| one-time | Di | 10-12 | H11 | 10.10.2006 | Klausur |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Tuesday, July 18, 2006 | 10-11 | H11 | 1. Termin / Anmeldung vom 21.06. bis 28.06.06 im Prüfungsamt WiWi erforderlich. |
| Tuesday, October 10, 2006 | 10-11 | H11 | 2. Termin / Anmeldung vom 13.09. bis 20.09.06 im Prüfungsamt WiWi erforderlich. |
Hide passed examination dates <<
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Betriebswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | B2; WP06 | Wahl | 4 | HS | ||
| Volkswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | V3; WP06 | Wahl | 4 | HS | ||
| Wirtschaftswissenschaften / Bachelor | (Enrollment until SoSe 2005) | Nebenfach | Modul W1; Modul W2; Modul W4; Modul W5; Modul W6 | Wahl | 4 | Wahlpflichtmodul: Finanzwirtschaft | |
| Wirtschaftswissenschaften / Bachelor | (Enrollment until SoSe 2005) | Nebenfach | Modul W8 | Wahl | 5. 6. | 4 | Wahlpflichtmodul: Finanzwirtschaft |
- Address:
- SS2006_312203@ekvv.uni-bielefeld.de
- This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
- If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_657012@ekvv.uni-bielefeld.de
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, September 26, 2013
- Last update rooms:
- Thursday, April 6, 2006
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
- Questions or corrections?
- Questions or correction requests for this course?
- Planning support
- Clashing dates for this course
- Links to this course
- If you want to set links to this course page, please use one of the following links. Do not use the link shown in your browser!
- The following link includes the course ID and is always unique:
- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=657012
- Send page to mobile
-
Click to open QR code
Scan QR code:
- ECTS points
- 4
- (Also refer to the credit information in connection with the subject assignments)
- ID
- 657012