Course overview
This course is an in-depth study of investment portfolios: the theory behind them, construction techniques, asset classes employed and their management. Asset classes examined in the context of portfolio construction will include Equities (both developed and emerging markets), Fixed Income Securities, Commodities, Real Estate, and Alternate Investments. Course participants will revisit and enhance their knowledge of the theoretical foundations of asset pricing, market efficiency and the Modern Portfolio Theory (MPT). Course participants will then develop an Investment Policy Statement (or a Statement of Advice) for an institutional investor, quantitatively forecast characteristics of various asset classes in an economy, and then create an investment portfolio to satisfy the investment requirements. Students will learn various strategies to test the portfolio constructed, issues that impact portfolio performance in achieving investment objectives, and finally evaluate its performance.
Course learning outcomes
- Demonstrate understanding of the Modern Portfolio Theory and the Mean-Variance Framework.
- Create an Investment Portfolio and test its ability to achieve Investment Objectives
- Analyse Core Asset classes (Equities and Fixed Income Securities) based on their characteristics and performance over economic and business cycles
- Evaluate Non-Core Asset classes and Alternative Investments, and their relationship with Core Asset classes in a portfolio setting
- Understand issues in portfolio construction, its management and its performance
Availability
Class details
Adelaide City Campus East
Group 1
Class number 64893
Section WS05
Size 35
Available 23
Class number 64894
Section WS04
Size 35
Available 29
Class number 64895
Section WS03
Size 35
Available 26
Class number 64896
Section WS02
Size 35
Available 27
Class number 64897
Section WS01
Size 35
Available 33
Class number 65646
Section WS06
Size 35
Available 31
Class details
Adelaide City Campus East
Group 1
Class number 29923
Section WS05
Size 35
Available 28
Class number 29924
Section WS04
Size 35
Available 31
Class number 29925
Section WS03
Size 35
Available 29
Class number 29926
Section WS02
Size 35
Available 28
Class number 29927
Section WS01
Size 35
Available 29
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