No offerings have been identified for this subject in 2015
FIN524 Applied Portfolio Management (8)
Abstract| This subject examines the construction, management and protection of an investment fund in the contemporary financial environment. Students will apply their learning from previous finance subjects to the process of managing an international portfolio comprising both financial and real assets. Students will also examine institutional aspects of the managed fund sector in Australia. Assumed knowledge for this subject is equivalent to that covered in FIN516, FIN530 and FIN531. |
|
|
+ Subject Availability Modes and Location
Continuing students should consult the SAL for current offering details prior to contacting their course coordinator: FIN524
Where differences exist between the handbook and the SAL, the SAL should be taken as containing the correct subject offering details.
|
|
Subject information| Duration | Grading System | School: |
|---|
| One session | HD/FL | School of Accounting and Finance |
|
|
Enrolment restrictions| Postgraduate students only |
|
|
Learning OutcomesUpon successful completion of this subject, students should:
- be able to establish portfolio objectives with respect to risk and return and construct investment portfolios that best meet these objectives;
- be able to apply portfolio management techniques to restructure portfolios in light of new information or revised objectives;
- be able to demonstrate an ability to implement various techniques to preserve and enhance portfolio returns;
- be able to demonstrate an an understanding of and appreciation of a range of contemporary issues in portfolio management and acquire knowledge of the institutional framework of the funds management sector. |
|
|
SyllabusThe subject will cover the following topics:
Review of the process of portfolio management and statistical principles that apply to portfolio management.
The managed funds market in Australia: organisation and structure.
Setting portfolio objectives.
Single index and multi-index models.
Applying asset pricing models.
Equity and debt selection and security screening.
Incorporating real assets in a managed fund.
Restructuring equity and debt portfolios.
Benchmarking investment portfolios.
Integrating derivative assets in portfolio management.
Portfolio hedging issues and applications.
Contemporary issues in portfolio management. |
|
|
Back
The information contained in the 2015 CSU Handbook was accurate at the date of publication: 01 October 2015. The University reserves the right to vary the information at any time without notice.
