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
Intended Learning Outcomes
Subject options
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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 element | Category | Contribution | Hurdle | % | ILO* |
---|---|---|---|---|---|
Two hour final examination Equivalent to 2000 words Multiple choice and short answer questions. | Central exam | Individual | No | 50 | SILO1, SILO2, SILO3, SILO4 |
One hour mid- semester examination Equivalent to 1,000 words MCQ questions plus problem solving | Other written exam | Individual | No | 10 | 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% | Assignment | Group | No | 30 | SILO1, SILO2, SILO3, SILO4 |
Online and/or in-class formative assessment tasks Equivalent to 500 words | Other | Individual | No | 10 | SILO2, SILO3, SILO4 |