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Fundamentals of Portfolio Management (FNCE90051)
Graduate courseworkPoints: 12.5On Campus (Parkville)
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable (login required)(opens in new window)
Contact information
Overview
Availability | June |
---|---|
Fees | Look up fees |
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: 31 January 2024
Eligibility and requirements
Prerequisites
Students must meet one of the following prerequisite options:
Option 1
Admission into or selection of 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 2 (On Campus - Parkville)
Semester 1 (On Campus - Parkville)
|
12.5 |
FNCE90056 | Investment Management |
Semester 1 (On Campus - Parkville)
Semester 2 (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: 31 January 2024
Assessment
Description | Timing | Percentage |
---|---|---|
Major project. Due after the conclusion of the teaching period, by no later than two weeks
| End of the teaching period | 30% |
End-of-semester final examination
| During the examination period | 70% |
Last updated: 31 January 2024
Dates & times
- June
Principal coordinator Stephen Easton Mode of delivery On Campus (Parkville) Contact hours 36 hours of lecture Total time commitment 170 hours Teaching period 24 June 2024 to 12 July 2024 Last self-enrol date 27 June 2024 Census date 5 July 2024 Last date to withdraw without fail 26 July 2024 Assessment period ends 4 August 2024
Time commitment details
Estimated total time commitment of 170 hours per semester
What do these dates mean
Visit this webpage to find out about these key dates, including how they impact on:
- Your tuition fees, academic transcript and statements.
- And for Commonwealth Supported students, your:
- Student Learning Entitlement. This applies to all students enrolled in a Commonwealth Supported Place (CSP).
Subjects withdrawn after the census date (including up to the ‘last day to withdraw without fail’) count toward the Student Learning Entitlement.
Last updated: 31 January 2024
Further information
- Texts
Prescribed texts
You will be advised of prescribed texts by your lecturer.
- Related Handbook entries
This subject contributes to the following:
Type Name Course Master of Finance Course Master of Management (Accounting and Finance) Course Master of Management (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.
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: 31 January 2024