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Applied Investment Management (FNCE90080)
Graduate courseworkPoints: 12.5Dual-Delivery (Parkville)
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About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | Semester 1 - Dual-Delivery Semester 2 - Dual-Delivery |
---|---|
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
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
- 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: 31 January 2024
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 1 (Dual-Delivery - Parkville)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
ECON90034 | Economics of Finance |
Semester 2 (Dual-Delivery - Parkville)
Semester 1 (Dual-Delivery - Parkville)
|
12.5 |
FNCE90047 | Financial Markets and Instruments |
Semester 2 (Dual-Delivery - Parkville)
Semester 1 (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: 31 January 2024
Assessment
Description | Timing | Percentage |
---|---|---|
Major Group Project (3-5 students)
| Week 12 | 30% |
Final Examination
| During the examination period | 70% |
Last updated: 31 January 2024
Dates & times
- Semester 1
Principal coordinator Zhuo Zhong Mode of delivery Dual-Delivery (Parkville) Contact hours 3 hour lecture per week Total time commitment 170 hours Teaching period 28 February 2022 to 29 May 2022 Last self-enrol date 11 March 2022 Census date 31 March 2022 Last date to withdraw without fail 6 May 2022 Assessment period ends 24 June 2022 - Semester 2
Principal coordinator Zhuo Zhong Mode of delivery Dual-Delivery (Parkville) Contact hours 3 hour lecture per week Total time commitment 170 hours Teaching period 25 July 2022 to 23 October 2022 Last self-enrol date 5 August 2022 Census date 31 August 2022 Last date to withdraw without fail 23 September 2022 Assessment period ends 18 November 2022
Last updated: 31 January 2024
Further information
- Texts
Prescribed texts
There are no specifically prescribed or recommended texts for this subject.
Last updated: 31 January 2024