25579 Applied Portfolio Management
6cpRequisite(s): 25620 Derivative Securities AND 25503 Investment Analysis
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.
Undergraduate
Description
This subject provides students with an in-depth understanding of both the theoretical and the practical aspects of modern portfolio management. In terms of theory, students learn about the portfolio management process, the various asset classes at a fund manager's disposal, the role of diversification in portfolio management, the asset allocation and asset selection decisions, the use of financial derivatives in portfolio management and the fiduciary responsibilities of a fund manager. The practical aspects of the subject involve implementing and evaluating various asset price models for constructing efficient portfolios, implementing models for equity valuation, using the Black-Scholes option pricing formulae for portfolio insurance, and a substantial simulated portfolio management exercise, using historical price data.
Detailed subject description.
Fee information
Information to assist with determining the applicable fee type can be found at Understanding fees.
- Commonwealth-supported students: view subject fees at Fees Search: Commonwealth-supported
- Postgraduate domestic fee-paying students: fees are charged according to the course enrolled in; refer to Domestic Fees Search: Postgraduate and Research
- International students: fees are charged according to the course enrolled in; refer to International Fees Search
- Subject EFTSL: 0.125
Access conditions
Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.
