fin5pmt portfolio management
PORTFOLIO MANAGEMENT
FIN5PMT
2016
Credit points: 15
Subject outline
This unit seeks to provide a structured approach to portfolio management. This approach includes researching ideas, forecasting exceptional returns, constructing and implementing portfolios and observing and refining their performance. The approach draws on theories of asset pricing such as the Capital Asset Pricing Model, as well as a range of statistical tools for its structure and intuition. Particular attention is given to managing portfolio risk and portfolio performance evaluation and attribution.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorJing Zhao
Available to Study Abroad StudentsNo
Subject year levelYear Level 5 - Masters
Exchange StudentsNo
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Managing investment portfolios: a dynamic process (3rd ed.) | Prescribed | Maginn, J., Tuttle, D., McLeavey, D., and J. Pinto | JOHN WILEY & SONS: NEW JERSEY, 2007 |
Graduate capabilities & intended learning outcomes
01. To analyse the relative merits of passive versus active portfolio management
- Activities:
- Lectures, portfolio simulation project
- Related graduate capabilities and elements:
- Critical Thinking(Critical Thinking)
- Teamwork(Teamwork)
02. To develop an understanding of the financial and mathematical theory on which the practice of passive and active portfolio management is founded;
- Activities:
- Lectures, tutorials, midterm and final exams
- Related graduate capabilities and elements:
- Writing(Writing)
- Inquiry/ Research(Inquiry/ Research)
03. To develop the analytical thinking required to apply financial theory and skills to solving actual portfolio management problems on the one hand and to analyse empirical and theoretical problem in a scholarly manner on the other.
- Activities:
- Lectures, portfolio simulation project, midterm and final exams
- Related graduate capabilities and elements:
- Inquiry/ Research(Inquiry/ Research)
- Critical Thinking(Critical Thinking)
04. To develop the practical skills required to construct, manage and analyse the performance of a portfolio of financial assets, subject to the objectives of the owner;
- Activities:
- Lectures, tutorials, portfolio simulation project
- Related graduate capabilities and elements:
- Inquiry/ Research(Inquiry/ Research)
- Critical Thinking(Critical Thinking)
Subject options
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Melbourne, 2016, Semester 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorJing Zhao
Class requirements
LectureWeek: 10 - 22
One 2.0 hours lecture other recurrence on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 10 - 22
One 1.0 hours tutorial other recurrence on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| one 3-hour final examination | 50 | 01, 02, 03, 04 | |
| one mid semester test | 20 | 01, 02, 03, 04 | |
| portfolio simulation project | 30 | 01, 02, 03, 04 |
Melbourne, 2016, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorJing Zhao
Class requirements
LectureWeek: 31 - 43
One 2.0 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
TutorialWeek: 31 - 43
One 1.0 hours tutorial other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| one 3-hour final examination | 50 | 01, 02, 03, 04 | |
| one mid semester test | 20 | 01, 02, 03, 04 | |
| portfolio simulation project | 30 | 01, 02, 03, 04 |