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43560-01 - Vorlesung: Asset Management (3 KP)
| Semester | Frühjahrsemester 2023 |
| Angebotsmuster | Jedes Frühjahrsem. |
| Dozierende | Paolo Vanini (paolo.vanini@unibas.ch, BeurteilerIn) |
| Inhalt | Lecture Asset management industry Portfolio Management Digital assets Self-Study Data Camp modules |
| Lernziele | Students will understand the main practical aspects of asset management, such as market participants, products and the sustainability trend. The students know essential methods of portfolio management (return analysis, factor investing, risk parity, performance measurement, ESG & climate risk, digital asset management). 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. 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 -Matplotlib -Dictionaries & Pandas -Logic, Control Flow and Filtering -Loops -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 |
| Teilnahmevoraussetzungen | Completed Bachelor's degree in Business and Economics |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in your Online Services (MOnA). EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
|---|---|---|---|
| 14-täglich | Montag | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
Einzeltermine
| Datum | Zeit | Raum |
|---|---|---|
| Montag 20.02.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 06.03.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 20.03.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 03.04.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 17.04.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 01.05.2023 | 14.30-18.00 Uhr | Tag der Arbeit |
| Montag 15.05.2023 | 14.30-18.00 Uhr | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Montag 29.05.2023 | 14.30-18.00 Uhr | Pfingstmontag |
| 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 Monetary Economics and Financial Markets (Masterstudium: Wirtschaftswissenschaften) Modul: Wahlbereich (Masterstudium: Wirtschaftswissenschaften (Studienbeginn vor 01.08.2021)) |
| Prüfung | Leistungsnachweis |
| Hinweise zur Prüfung | Written Exam: 50% Weight Datacamp: 50% Weight written exam: 08.06.23; 10:15-11:45. WWZ S13: A-Z. You can still withdraw from the examination by submitting a completed, signed form to our office from 21.03.23 until 31.03.23 / 12:00 o’clock. The deregistration form and the mail address can be found on the homepage of the Dean of Studies Office: https://wwz.unibas.ch/en/studies/examinations/de-/registration-of-examinations/ Prior to 20.03.23, please deregister only in the Online Services. |
| An-/Abmeldung zur Prüfung | Anm.: Belegen Lehrveranstaltung; Abm.: stornieren |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Belegen bei Nichtbestehen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät / WWZ |