Applied Portfolio Management (ECFS845)

This unit considers the practical issues of money management. It reviews the major trends currently occurring in the funds management industry and the opportunities observed in financial markets. A significant portion of the Unit is devoted to syndicate style case studies. This provides an opportunity to explore the strategies and techniques employed by successful investment managers.

Learning Outcomes:

  1. Understand and critically evaluate how investment techniques and industry trends impact and influence the activities of major industry players.
  2.  Identify the patterns of security prices and construct portfolios to benefit from these patterns.
  3.  Identify the attributes and comprehend the issues when implementing asset allocation and protection strategies.
  4.  Understand the impact that investment choices have on optimal portfolio weights, return patterns and performance metrics.
  5. Apply group work knowledge and skills for effective collaboration to achieve Learning Outcomes 1,2,3 and 4.

Topics:

  1. Investment Industry Overview: Inventions and Trends
  2. Capturing Investment Opportunities: Asset Return Patterns and Portfolio Implementation
  3. Asset Allocation
  4.  Protective Strategies
  5. Performance Evaluation

Prerequisite units:

Lecturer:

Dan Daugaard

Unit guide:

Applied Portfolio Management - The link will provide a list of guides for this unit. If the desired term/location is not listed, please view the latest one available.

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