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43560-01 - Lecture: Asset Management (3 CP)
| Semester | spring semester 2024 |
| Course frequency | Every spring sem. |
| Lecturers | Paolo Vanini (paolo.vanini@unibas.ch, Assessor) |
| Content | 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 Approach Lecture: Topics in theoretical and practical Asset Management, Application in Python Self-Study: Data Camp modules; are open 24/7, no programming knowledge required |
| Learning objectives | 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 -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 |
| Bibliography | Will be posted in ADAM |
| Comments | 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 |
| Admission requirements | Completed Bachelor's degree in Business and Economics |
| Course application | 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! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| 14-täglich | Monday | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
Dates
| Date | Time | Room |
|---|---|---|
| Monday 26.02.2024 | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Monday 11.03.2024 | 14.30-17.45 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Monday 25.03.2024 | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Monday 08.04.2024 | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Monday 22.04.2024 | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S14 HG.32 |
| Monday 06.05.2024 | 14.30-18.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Modules |
Module: Field Electives in Finance and Money (Master's Studies: Finance and Money) Module: Finance Field: Financial Markets and Asset Pricing (Master's Studies: Finance and Money) Module: Specific Electives in Finance, Controlling, Banking (Master's Studies: Business and Economics) Module: Specific Electives in Monetary Economics and Financial Markets (Master's Studies: Business and Economics) |
| Assessment format | record of achievement |
| Assessment details | Written Exam: 70% Weight Datacamp: 30% Weight written exam: 14.06.24; 10:15-11:45. WWZ S15: A-L; WWZ Auditorium: M-Z. You can find the addresses of the examination rooms here: https://wwz.unibas.ch/de/studium/pruefungen/vorlesungs-und-pruefungsraeume/ You can still withdraw from the examination by submitting a completed, signed form to our office from march 26 until april 5 / 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 march 25, please deregister only in the Online Services. |
| Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,1 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
| Offered by | Faculty of Business and Economics |