Fundamentals of Portfolio Management (FNCE90051)

Graduate courseworkPoints: 12.5Online

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Overview

Availability
June - Online
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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: 3 November 2022

Eligibility and requirements

Prerequisites

Students must meet one of the following prerequisite options:

Option 1

Admission into one of the following:

  • MC-FINANCE Master of Finance
  • MC-FINENH Master of Finance (Enhanced)
  • GD-FINANCE Graduate Diploma in Finance

Option 2

Admission into a Master of Management program

AND

All of

Code Name Teaching period Credit Points
FNCE90018 Corporate Financial Policy
Semester 1 (Dual-Delivery - Parkville)
Semester 2 (Dual-Delivery - Parkville)
 12.5
FNCE90056 Investment Management
Semester 1 (Online)
Semester 2 (Dual-Delivery - Parkville)
 12.5

Corequisites

None

Non-allowed subjects

None

Inherent requirements (core participation requirements)

The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.

Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home

Last updated: 3 November 2022

Assessment

DescriptionTimingPercentage

Major project. Due after the conclusion of the teaching period, by no later than two weeks

  • 3000 words
End of the teaching period30%

End-of-semester final examination

  • 2 hours
Hurdle requirement: Note: Successful completion of this subject requires a pass (50%) in the final exam.		During the examination period70%

Last updated: 3 November 2022

Dates & times

  • June - Online
    Principal coordinatorStephen Easton
    Mode of deliveryOnline
    Contact hours36 hours of lecture
    Total time commitment170 hours
    Teaching period28 June 2021 to 16 July 2021
    Last self-enrol date 1 July 2021
    Census date 9 July 2021
    Last date to withdraw without fail23 July 2021
    Assessment period ends 8 August 2021

Time commitment details

Estimated total time commitment of 170 hours per semester

Last updated: 3 November 2022

Further information

  • Texts

    Prescribed texts

    You will be advised of prescribed texts by your lecturer.

  • Related Handbook entries

    This subject contributes to the following:

    TypeName
    CourseMaster of Management (Finance)
    CourseMaster of Management (Accounting and Finance)
    CourseMaster of Finance
  • Available through the Community Access Program

    About the Community Access Program (CAP)

    This subject is available through the Community Access Program (also called Single Subject Studies) which allows you to enrol in single subjects offered by the University of Melbourne, without the commitment required to complete a whole degree.

    Please note Single Subject Studies via Community Access Program is not available to student visa holders or applicants

    Entry requirements including prerequisites may apply. Please refer to the CAP applications page for further information.

  • Available to Study Abroad and/or Study Exchange Students

    This subject is available to students studying at the University from eligible overseas institutions on exchange and study abroad. Students are required to satisfy any listed requirements, such as pre- and co-requisites, for enrolment in the subject.

Last updated: 3 November 2022