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Applied Investment Management (FNCE90080)
Graduate courseworkPoints: 12.5Online
Please refer to the return to campus page for more information on these delivery modes and students who can enrol in each mode based on their location.
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | Semester 1 - Online Semester 2 - Online |
---|---|
Fees | Look up fees |
This subject examines the 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, fixed interest securities and equities. Topics include: index funds, exchange-traded funds, factor investing, smart betas and international portfolio considerations. Students use investment software to solve practical problems.
Intended learning outcomes
- 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
- Critically evaluate factor-based investing and the role of smart betas in portfolio choice
Generic skills
- Oral and written communication
- Problem solving
- Application of theory to practice
- Team work
- Critical thinking
- Evaluation of data
- Using Computer Programs
- Statistical Reasoning
Last updated: 3 November 2022
Eligibility and requirements
Prerequisites
Admission into one of the following:
- MC-FINANCE Master of Finance
- MC-FINENH Master of Finance (Enhanced)
AND
Note: the following subject/s can also be taken concurrently (at the same time):
All of
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ACCT90002 | Financial Statement Analysis |
Semester 1 (Dual-Delivery - Parkville)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
ECON90033 | Quantitative Analysis of Finance I |
Semester 2 (Dual-Delivery - Parkville)
Semester 1 (Online)
|
12.5 |
ECON90034 | Economics of Finance |
Semester 1 (Online)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
FNCE90047 | Financial Markets and Instruments |
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
Description | Timing | Percentage |
---|---|---|
Major Group Project (3-5 students)
| Week 12 | 30% |
Final Examination
| During the examination period | 70% |
Last updated: 3 November 2022
Dates & times
- Semester 1 - Online
Principal coordinator Zhuo Zhong Mode of delivery Online Contact hours 3 hour lecture per week Total time commitment 170 hours Teaching period 1 March 2021 to 30 May 2021 Last self-enrol date 12 March 2021 Census date 31 March 2021 Last date to withdraw without fail 7 May 2021 Assessment period ends 25 June 2021 - Semester 2 - Online
Principal coordinator Zhuo Zhong Mode of delivery Online Contact hours 3 hour lecture per week Total time commitment 170 hours Teaching period 26 July 2021 to 24 October 2021 Last self-enrol date 6 August 2021 Census date 31 August 2021 Last date to withdraw without fail 24 September 2021 Assessment period ends 19 November 2021
Last updated: 3 November 2022
Further information
- Texts
Prescribed texts
There are no specifically prescribed or recommended texts for this subject.
Last updated: 3 November 2022