Finanzmärkte und Investment Banking - Universität Hohenheim

Universität Hohenheim Summer semester 2011
Chair of Banking and Financial Services
Course information Portfoliomanagement
Portfoliomanagement
Course Information for summer semester 2011 and winter semester 2011/2012
General Information: Portfoliomanagement is part of the master program Banking & In-
vestment respectively Banking & Finance with 2 semester hours in the 2011 summer seme-
ster. Student speeches and a final exam can be absolved in the 2011/2012 winter semester.
There won’t be any lecture in the winter semester. The basic principle of the course is a
close link between theory and practice, which is reflected in the innovative course format as
well as the course content. In this context an excursion to the Deutsche Bank and Deutsche
Bundesbank will be offered and the lecture will be complemented with guest speeches.
Time & Date: The first lecture will take place on 26 th of April. The lecture will be
Tuesdays 16:00 – 20:00 o’clock in Hs 36 (for exact dates see schedule). The excur-
sion will be on the 18 th of May, 2011.
Credit requirements: To acquire the credits for the course one has to provide 2 spe-
cifications:
Final exam (60 Minutes)
Oral effort (Speech, Investment advice, presentation of the trading sys-
tem)
Trading systems (Participation without marks)
The entire course will be passed, if both individual specifications (oral and written)
are passed. The overall mark will be calculated equally with the above mentioned
specifications. The necessary specifications have to be completed during 2 seme-
sters; otherwise already completed specifications will lapse.
Student speeches:
In the first session of the lecture the topics for the speeches will be assigned to the
students. Therefore you have to file your preferences on the registration form. The
allocation of topics will be conducted until the 2 nd of May, 2011. The topics of the
speeches can be found enclosed. The duration of the speeches will be 15 minutes + 5
minutes of discussion.

Universität Hohenheim Summer semester 2011
Chair of Banking and Financial Services
Course information Portfoliomanagement
Investment proposition: Since almost 20 years a real portfolio for investments is
available for the department. It was donated by the Baden-Württembergischen Bank
AG and is used to introduce students to the topic “capital markets” by selecting, buy-
ing and selling securities. This portfolio is updated during the progress of the lecture
at several dates. Students are obligated to prepare at least one investment or selling
advice, which is presented in a 10 minutes speech. After reconciliation with the oth-
er students, the advice will be conducted in the portfolio. Information and financial
data as well as trainings in information systems (Reuter/ Datastream) will be offered
by the department (see notices)
Presentation of the trading system:
Trading systems are supposed to be created in groups of 3 to 4 students. After hand-
ing over of the trading systems, each group hast to present its trading system in
front of the course within 5 minutes. Further information is given on special date
(which we will tell you soon).
Literature: Be aware that this is only a selection.
Spreemann, Klaus: Portfoliomanagement, 2 nd ed., München u.a. 2003
Achleitner, Ann-Kristin: Handbuch Investment Banking, 3 rd ed., Wiesbaden 2002
Bruns, Christoph / Meyer-Bullerdiek, Frieder: Professionelles Portfoliomanagement,
3 rd ed., Stuttgart 2003
Chorafas, Dimitris N.: Alternative investments and the mismanagement of risk, Ba-
singstoke, 2003
Franke, Günter / Hax, Herbert: Finanzwirtschaft des Unternehmens und Kapital-
markt, 4 th ed., Berlin 1999
Murphy, John J.: Technische Analyse der Finanzmärkte: Grundlagen, Methoden, Stra-
tegien, Anwendungen, 1 st ed., München 2000
Sharpe, W./Alexander, G./Bailey, J.: Investments, 6 th ed., Englewood Cliffs, N.J.,
Steiner, M./Bruns, C.: Wertpapiermanagement, 7 th ed., Stuttgart 2000
Uhlir, Helmut / Steiner, Peter: Wertpapieranalyse, 4 th ed., Heidelberg 2001
Vasta, Nicole: Internationale Diversifikation in der Praxis, Bern u.a., 1997
Contact:
Katharina Nau (Room 118), E-mail: katharina.nau@uni-hohenheim.de