Portfolio Management
Overview
This unit develops the knowledge, skills and understanding of the theory and practice of portfolio management. Students will learn about individual and institutional investment objectives, risk and return of portfolios and asset allocation strategies. This unit will focus on the role of a range of traditional and contemporary financial products in the process of construction, optimisation and management of portfolios. Students will explore ethical issues in planning and execution of portfolio decisions. They will learn to visualise and analyse real market data using financial technologies for simulated trading. Students will be able to evaluate and explain the portfolio performance results.
Requisites
27-October-2024
01-June-2025
02-November-2025
Learning outcomes
Students who successfully complete this unit will be able to:
- Apply coherent knowledge of portfolio management tools and techniques for managing individual and institutional investor portfolios
- Critically analyse the concepts of portfolio theories and data analysis techniques to optimise investment portfolios using real time data
- Apply coherent knowledge to formulate investment strategies considering tax efficiency, ethical choices and effects of behavioural biases in constructing portfolios
- Critically evaluate the overall portfolio risk and return performance and apply research principles and techniques
- Work collaboratively in groups
Teaching methods
Hawthorn
| Type | Hours per week | Number of weeks | Total (number of hours) |
|---|---|---|---|
| Face to Face Contact (Phasing out) Class | 3.00 | 12 weeks | 36 |
| Unspecified Learning Activities (Phasing out) Independent Learning | 9.50 | 12 weeks | 114 |
| TOTAL | 150 |
Assessment
| Type | Task | Weighting | ULO's |
|---|---|---|---|
| Analysis | Group | 10 - 20% | 1,2,4,5 |
| Examination | Individual | 40 - 60% | 1,2,3,4 |
| Research Assignment | Individual | 20 - 30% | 1,2,3,4 |
| Workshop | Individual | 10 - 20% | 1,2,3,4 |
Content
- The Investment Policy Statement
- Portfolio Theories and Modern Portfolio Management
- Managing individual and Institutional investor Portfolios
- Investment Manager Selection
- Economic Analysis and Capital Market Expectations
- Equity Portfolio Management Strategies
- Tax Efficiency Strategies and Ethical Consideration
- Asset Allocation and Portfolio Construction
- Portfolio Risk Management and Revision
- Execution of Portfolio Decision and Simulated Trading
- Evaluation and Presentation of Portfolio Performance Results
Study resources
Reading materials
A list of reading materials and/or required textbooks will be available in the Unit Outline on Canvas.