PORTFOLIO MANAGEMENT
FIN5PMT
2014
Credit points: 15
Subject outline
This subject 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 and the Arbitrage 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.
Faculty: Faculty of Business, Economics and Law
Credit points: 15
Subject Co-ordinator: Jing Zhao
Available to Study Abroad Students: No
Subject year level: Year Level 5 - Masters
Exchange Students: No
Subject particulars
Subject rules
Prerequisites: N/A
Co-requisites: N/A
Incompatible subjects: N/A
Equivalent subjects: N/A
Special conditions: N/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 |
Melbourne, 2014, Semester 1, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Jing 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 | % |
|---|---|---|
| one 3-hour final examination | Hurdle requirement: Students must achieve at least 50% in the final examination as well as a minimum of 50% in the sum of the marks for all assessment tasks to pass the subject | 50 |
| one mid semester test | 20 | |
| portfolio simulation project | 30 |
Melbourne, 2014, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Jing 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 | % |
|---|---|---|
| one 3-hour final examination | Hurdle requirement: Students must achieve at least 50% in the final examination as well as a minimum of 50% in the sum of the marks for all assessment tasks to pass the subject | 50 |
| one mid semester test | 20 | |
| portfolio simulation project | 30 |