Zur Merkliste hinzufügen


43560-01 - Vorlesung: Asset Management 3 KP

Semester Frühjahrsemester 2024
Angebotsmuster Jedes Frühjahrsem.
Dozierende Paolo Vanini (paolo.vanini@unibas.ch, BeurteilerIn)
Inhalt Students will understand the main practical and theoretical aspects of asset management and learn to solve Asset Management problems using Python

Topics: Return portfolio analysis, classical investment models, sustainability, digital assets

Lecture: Topics in theoretical and practical Asset Management, Application in Python
Self-Study: Data Camp modules; are open 24/7, no programming knowledge required
Lernziele Students will learn the main practical and theoretical aspects of asset management and learn to work with Pyhon

Students have the opportunity to learn Python programming and its empirical applications / Data Science in Asset Management in the Datacamp in self-study. This allows them to work with data on the one hand and significantly increases the chances of getting content-rich jobs in the industry. Programming skills are not necessary to successfully complete the Datacamp.

Modules Data Camp:
Finance Fundamentals in Python
-Introduction to Python for Finance
-Manipulating Time Series Data in Python
-Importing and Managing Financial Data in Python
-Introduction to Portfolio Analytics in Python
-Introduction to Data Visualization with Matplotlib

Intermediate Python
-Dictionaries & Pandas
-Logic, Control Flow and Filtering
-Case Study: Hacker Statistics

Introduction to Portfolio Risk Management in Python
-Univariate Investment Risk and Returns
-Portfolio Investing
-Factor Investing
-Value at Risk
Literatur Will be posted in ADAM
Bemerkungen The Datacamp replaces the lecture exercises. The time required for the Datacamp is 20-40 hours according to the experience from the last semester at the University of Basel.
Weblink Weblink


Teilnahmebedingungen Completed Bachelor's degree in Business and Economics
Anmeldung zur Lehrveranstaltung Registration: Please enroll in the Online Services (services.unibas.ch);

Eucor-Students and mobility students of other Swiss Universities or the FHNW first have to register at the University of Basel BEFORE the start of the course and receive their login data by post (e-mail address of the University of Basel). Processing time up to a week! Detailed information can be found here: https://www.unibas.ch/de/Studium/Mobilitaet.html
After successful registration you can enroll for the course in the Online Services (services.unibas.ch).

Applies to everyone: Enrolment = Registration for the course and the exam!
Unterrichtssprache Englisch
Einsatz digitaler Medien kein spezifischer Einsatz


Intervall Wochentag Zeit Raum
14-täglich Montag 14.30-18.00 Wirtschaftswissenschaftliche Fakultät, Auditorium


Datum Zeit Raum
Montag 26.02.2024 14.30-18.00 Uhr Wirtschaftswissenschaftliche Fakultät, Auditorium
Montag 11.03.2024 14.30-17.45 Uhr Wirtschaftswissenschaftliche Fakultät, Auditorium
Montag 25.03.2024 14.30-18.00 Uhr Wirtschaftswissenschaftliche Fakultät, Auditorium
Montag 08.04.2024 14.30-18.00 Uhr Wirtschaftswissenschaftliche Fakultät, Auditorium
Montag 22.04.2024 14.30-18.00 Uhr Wirtschaftswissenschaftliche Fakultät, Seminarraum S14 HG.32
Montag 06.05.2024 14.30-18.00 Uhr Wirtschaftswissenschaftliche Fakultät, Auditorium
Module Modul: Field Electives in Finance and Money (Masterstudium: Finance and Money)
Modul: Finance Field: Financial Markets and Asset Pricing (Masterstudium: Finance and Money)
Modul: Specific Electives in Finance, Controlling, Banking (Masterstudium: Wirtschaftswissenschaften)
Modul: Specific Electives in Monetary Economics and Financial Markets (Masterstudium: Wirtschaftswissenschaften)
Leistungsüberprüfung Leistungsnachweis
Hinweise zur Leistungsüberprüfung Written Exam: 70% Weight
Datacamp: 30% Weight

written exam: tbd

An-/Abmeldung zur Leistungsüberprüfung Anm.: Belegen Lehrveranstaltung; Abm.: stornieren
Wiederholungsprüfung keine Wiederholungsprüfung
Skala 1-6 0,1
Wiederholtes Belegen beliebig wiederholbar
Zuständige Fakultät Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch
Anbietende Organisationseinheit Wirtschaftswissenschaftliche Fakultät / WWZ