PORTFOLIO MANAGEMENT

FIN5PMT

2021

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/Exchange StudentsYes

Subject year levelYear Level 5 - Masters

Available as ElectiveYes

Learning ActivitiesLectures, portfolio simulation project, midterm and final exams, in class assessment

Capstone subjectYes

Subject particulars

Subject rules

PrerequisitesN/A

Co-requisitesN/A

Incompatible subjectsN/A

Equivalent subjectsN/A

Quota Management StrategyN/A

Quota-conditions or rulesN/A

Special conditionsN/A

Minimum credit point requirementN/A

Assumed knowledgeN/A

Learning resources

Managing investment portfolios: a dynamic process

Resource TypeBook

Resource RequirementPrescribed

AuthorMaginn, J., Tuttle, D., McLeavey, D., and J. Pinto

Year2007

Edition/Volume3rd ed

PublisherJOHN WILEY & SONS: NEW JERSEY

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Career Ready

Career-focusedNo

Work-based learningNo

Self sourced or Uni sourcedN/A

Entire subject or partial subjectN/A

Total hours/days requiredN/A

Location of WBL activity (region)N/A

WBL addtional requirementsN/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;

Subject options

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Start date between: and    Key dates

Melbourne (Bundoora), 2021, Semester 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorPetko Kalev

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 elementCommentsCategoryContributionHurdle% ILO*

Two hour final examination Equivalent to 2000 words Multiple choice and short answer questions.

N/ACentral examIndividualNo50 SILO1, SILO2, SILO3, SILO4

One hour mid- semester examination Equivalent to 1,000 words MCQ questions plus problem solving

N/AOther written examIndividualNo10 SILO1, SILO2, SILO3, SILO4

Group assignment and presentation Equivalent to 2000 words Group written report graded for 20% and presentation and teamwork individually graded for 10%

N/AAssignmentGroupNo30 SILO1, SILO2, SILO3, SILO4

Online and/or in-class formative assessment tasks Equivalent to 500 words

N/AOtherIndividualNo10 SILO2, SILO3, SILO4