PORTFOLIO MANAGEMENT

Overview

This subject seeks to provide a structured and dynamic approach to portfolio management. This approach includes identifying investment objectives and constraints, researching ideas, forecasting exceptional returns, constructing and implementing portfolios, and observing and refining their performance. The approach draws on asset pricing theories, such as the Capital Asset Pricing Model, … For more content click the Read more button below.

This subject seeks to provide a structured and dynamic approach to portfolio management. This approach includes identifying investment objectives and constraints, researching ideas, forecasting exceptional returns, constructing and implementing portfolios, and observing and refining their performance. The approach draws on asset pricing theories, such as the Capital Asset Pricing Model, and a range of statistical tools for its structure and intuition. Particular attention is given to portfolio performance evaluation and risk management.

Portfolio

Office of the Provost

School

Subject coordinator

Jing Zhao

Subject type

Postgraduate

Year level

Year Level 5 - Masters

AQF level

Level 9 - Masters Degree

Available as elective

Yes

Available to study abroad / exchange students

Yes

Capstone subject
Capstones provide students with a way of integrating and applying knowledge and skills gained throughout their course.

Yes

Academic progress review - Schedule A subject

Subject instances

To view instance specific details which include - Assessments, Class requirements and Subject instance coordinators - please select your preferred instance via the drop-down menu at the top right-hand side of this page.

Learning resources

Prescribed - Book - Managing investment portfolios: a dynamic process

Career ready

Work based learning (placement):No

Graduate capabilities

COMMUNICATION - Communicating and Influencing

DISCIPLINE KNOWLEDGE AND SKILLS

INQUIRY AND ANALYSIS - Creativity and Innovation

INQUIRY AND ANALYSIS - Critical Thinking and Problem Solving

INQUIRY AND ANALYSIS - Research and Evidence-Based Inquiry

PERSONAL AND PROFESSIONAL - Ethical and Social Responsibility

PERSONAL AND PROFESSIONAL - Leadership and Teamwork

Subject intended learning outcomes

On successful completion you will be able to:

Critically evaluate the relative merits of passive versus active portfolio management

Apply financial theory and analytical skills to solving actual portfolio management problems and examining empirical and theoretical problems in a scholarly manner.

Construct, manage and critically analyse the performance of a portfolio of financial assets consistent with the investment objectives.

Learning activities

Readings, online learning activities, workshops, portfolio simulation project, final exam and online quizzes

Handbook