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 and Fixed Income Securities from the developed markets. Course participants will enhance their knowledge of the theoretical foundations of asset pricing, market efficiency and the Modern Portfolio Theory (MPT). Students will then be exposed to the managed funds industry and be required to apply their knowledge to understand the process of developing, managing, and evaluating these investment vehicles. Students will also be exposed to the structure of the Asset Management companies.
- Modern Portfolio Theory and its Implementation.
- Passive and Active Portfolio Construction
- Quantitative and Qualitative performance measure
- Investment Company Structure
Course learning outcomes
- Demonstrate understanding of the Modern Portfolio Theory and the Mean-Variance Framework and demonstrate its implementation.
- Create an Investment Portfolio, test its ability to achieve Investment Objectives.
- Analyse Core Asset classes based on their characteristics and performance over economic and business cycles
- Evaluate both quantitatively and qualitatively a selection of US Equity and Fixed Income Securities Mutual Funds
- Compare and evaluate Active and Passive investment strategies, and associated issues, benefits, and costs
- Understand the structure of Investment Companies
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The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.