University of Technology, Sydney

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20509 Applied Portfolio Management

6cp

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.

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.