fin4pmt portfolio management
PORTFOLIO MANAGEMENT
FIN4PMT
Not currently offered
Credit points: 15
Subject outline
This subject seeks to provide a structured approach to active portfolio management strategy. 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 and the Arbitrage Pricing Model, as well as a range of statistical tools for its structure and intuition. In so doing the unit critiques a selection of the key empirical analyses of these theories and seeks to relate these theories to the practice of active portfolio management. The subject concludes with a case study of an active portfolio manager and an actual portfolio construction problem.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorMichael Li
Available to Study Abroad StudentsYes
Subject year levelYear Level 4 - UG/Hons/1st Yr PG
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites Admission into LHB or LPEC or LHIB or LHE or LHF or enrolled in an honours course
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 | Modern Portfolio Theory and Investment Analysis | Prescribed | Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann | JOHN WILEY & SONS, 16/11/2009 |
Subject options
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