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Applied Investment Management (FNCE90080)
Graduate courseworkPoints: 12.5On Campus (Parkville)
To learn more, visit 2023 Course and subject delivery.
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | Semester 2 |
---|---|
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: 10 November 2023
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 2 (On Campus - Parkville)
Semester 1 (Dual-Delivery - Parkville)
|
12.5 |
ECON90033 | Quantitative Analysis of Finance I |
Semester 1 (On Campus - Parkville)
Semester 2 (On Campus - Parkville)
|
12.5 |
ECON90034 | Economics of Finance |
Semester 2 (On Campus - Parkville)
Semester 1 (On Campus - Parkville)
|
12.5 |
FNCE90047 | Financial Markets and Instruments |
Semester 2 (On Campus - Parkville)
Semester 1 (On Campus - 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: 10 November 2023
Assessment
Description | Timing | Percentage |
---|---|---|
Major Group Project (3-5 students)
| Week 12 | 30% |
Final Examination
| During the examination period | 70% |
Last updated: 10 November 2023
Dates & times
- Semester 2
Principal coordinator Zhuo Zhong Mode of delivery On Campus (Parkville) Contact hours 3 hour lecture per week Total time commitment 170 hours Teaching period 24 July 2023 to 22 October 2023 Last self-enrol date 4 August 2023 Census date 31 August 2023 Last date to withdraw without fail 22 September 2023 Assessment period ends 17 November 2023
Last updated: 10 November 2023
Further information
- Texts
Prescribed texts
There are no specifically prescribed or recommended texts for this subject.
Last updated: 10 November 2023