FINM8016 Portfolio Construction

FINM8016 is only available under certain award programs.

Offered By	Rsch Sch of Finance, Actuarial Studies & App Stats
Academic Career	Graduate Coursework
Course Subject	Financial Management
Offered in	First Semester, 2012, Second Semester, 2012, First Semester, 2013, and Second Semester, 2013
Unit Value	6 units
Course Description	Portfolio Construction is a capstone elective that draws on previously studied investment principles, theories and techniques. The objective of this course is to introduce students to portfolio construction and asset allocation. It will focus on gaps in theory and how they can be managed in practice. Examples include challenges/realities in estimating and implementing portfolio optimization programs, role of liquidity, and importance of plan governance. It covers duties to clients, types of investment products, explores links between investment risk and return, introduces tools for use in portfolio construction, brings in analysis of fixed income products and introduces techniques to evaluate past investment performance.
Learning Outcomes	By the end of this course students are expected to: Understand and implement portfolio construction at the overall plan level, taking into account investor objectives and the practical challenges of implementation. Appreciate the use and limitations of portfolio theory. Describe the main characteristics of key asset classes, and the role they each play within a balanced portfolio. Communicate complex portfolio structures and strategies to a diverse audience.
Indicative Assessment	May include in class assessment (quizzes), a mid-semester, and final examination. To obtain an automatic pass grade in this unit you must obtain 50% or more as an aggregate mark on the assessment.
Workload	At least three contact hours per week plus private study time.
Course Classification(s)	AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs. and SpecialistSpecialist courses are designed for students having reached 'first degree' level of assumed knowledge, which provide for the acquisition of specialist skills; or 'second degree' and higher level of knowledge; or for transition to research training programs; or knowledge associated with professional accreditation.
Areas of Interest	Commerce and Finance
Eligibility	At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least one year of university level study in quantitative analysis, including basic mathematics and data analysis techniques.
Requisite Statement	FINM8006 Advanced Investments
Programs	Master of Finance
Other Information	See Course Website
Academic Contact	Research School of Finance, Actuarial Studies and Applied Statistics

The information published on the Study at ANU 2012 website applies to the 2012 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2011 website.