Applied Investment Management (FNCE90080)
Graduate courseworkPoints: 12.5On Campus (Parkville)
Overview
| Availability | Semester 1 |
|---|---|
| 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: 4 March 2025