PORTFOLIO MANAGEMENT

FIN5PMT

2020

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.

School: La Trobe Business School (Pre 2022)

Credit points: 15

Subject Co-ordinator: Jing Zhao

Available to Study Abroad/Exchange Students: Yes

Subject year level: Year Level 5 - Masters

Exchange Students: No

Available as Elective: No

Learning Activities: N/A

Capstone subject: Yes

Subject particulars

Subject rules

Prerequisites: N/A

Co-requisites: N/A

Incompatible subjects: N/A

Equivalent subjects: N/A

Quota Management Strategy: N/A

Quota-conditions or rules: N/A

Special conditions: N/A

Minimum credit point requirement: N/A

Assumed knowledge: N/A

Learning resources

Managing investment portfolios: a dynamic process

Resource Type: Book

Resource Requirement: Prescribed

Author: Maginn, J., Tuttle, D., McLeavey, D., and J. Pinto

Year: 2007

Edition/Volume: 3rd ed

Publisher: JOHN WILEY & SONS: NEW JERSEY

ISBN: N/A

Chapter/article title: N/A

Chapter/issue: N/A

URL: N/A

Other description: N/A

Source location: N/A

Career Ready

Career-focused: No

Work-based learning: No

Self sourced or Uni sourced: N/A

Entire subject or partial subject: N/A

Total hours/days required: N/A

Location of WBL activity (region): N/A

WBL addtional requirements: N/A

Graduate capabilities & intended learning outcomes

Graduate Capabilities

COMMUNICATION - Communicating and Influencing

DISCIPLINE KNOWLEDGE AND SKILLS

INQUIRY AND ANALYSIS - Creativity and Innovation

INQUIRY AND ANALYSIS - Critical Thinking and Problem Solving

INQUIRY AND ANALYSIS - Research and Evidence-Based Inquiry

PERSONAL AND PROFESSIONAL - Ethical and Social Responsibility

PERSONAL AND PROFESSIONAL - Leadership and Teamwork

Intended Learning Outcomes

01. Analyse the relative merits of passive versus active portfolio management

02. Develop an understanding of the financial and mathematical theory on which the practice of passive and active portfolio management is founded;

03. 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.

04. 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;

Melbourne (Bundoora), 2020, Semester 1, Day

Overview

Online enrolment: Yes

Maximum enrolment size: N/A

Enrolment information: N/A

Subject Instance Co-ordinator: Jing Zhao

Class requirements

LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

TutorialWeek: 11 - 22
One 1.00 hour tutorial per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.

Assessments

Assessment element	Comments	Category	Contribution	Hurdle	%	ILO*
Two hour final examinationequivalent to 2000 wordsMultiple choice and short answer questions.This assessment will report of the Graduate Capabilities of Writing and Discipline specific knowledge	N/A	N/A	N/A	No	50	SILO1, SILO2, SILO3, SILO4
One hour mid- semester examinationEquivalent to 1,000 wordsMCQ questions plus problem solving	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4
Group assignment and presentationEquivalent to 2000 wordsGroup written report graded for 20% and presentation and teamwork individually graded for 10%	N/A	N/A	N/A	No	30	SILO1, SILO2, SILO3, SILO4
Online and/or in-class formative assessment tasksequivalent to 500 words	N/A	N/A	N/A	No	10	SILO2, SILO3, SILO4

Melbourne (Bundoora), 2020, Semester 2, Day