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  3. Fundamentals of Portfolio Management

Fundamentals of Portfolio Management (FNCE90051)

Graduate courseworkPoints: 12.5On Campus (Parkville)

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Overview

Year of offer2017
Subject levelGraduate coursework
Subject codeFNCE90051
Campus
Parkville
Availability
June
FeesSubject EFTSL, Level, Discipline & Census Date

Investment principles, philosophies and processes. Application of modern portfolio theory; capital asset pricing models; equity valuation models and interest rate theory in managing various types of investment portfolios containing cash; and fixed interest securities and equities both domestic and international. Students use investment software to solve practical problems.

Intended learning outcomes

On successful completion of this subject, students should be able to:

  • Describe an investment process that is consistent with a given set of beliefs about the efficiency or inefficiency of financial markets;
  • Use advanced applications of modern portfolio theory to design portfolios that are well aligned with investors' objectives;
  • Apply different types of commercially available factor models to structure portfolios with desirable risk characteristics.

Generic skills

On successful completion of this subject, students should have improved the following generic skills:

  • Oral communication
  • Written communication
  • Collaborative learning
  • Problem solving
  • Team work
  • Statistical reasoning
  • Application of theory to practice
  • Interpretation and analysis
  • Critical thinking
  • Synthesis of data and other information
  • Evaluation of data and other information
  • Using computer software
  • Accessing data and other information from a range of sources.

Last updated: 16 August 2017