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Rsch Sch of Finance, Actuarial Studies & App Stats · ANU College of Business and Economics
Portfolio Construction draws on core investment principles, theories and techniques previously studied. The objective of this course is to introduce students to portfolio construction and asset allocation. It will focus on gaps in theory and how they can be managed in practice. Examples include challenges/realities in estimating and implementing portfolio optimisation programs, role of liquidity, and importance of plan governance. Topics will include: types of investors and their objectives; dimensions of risk; asset allocation; the nature and role of various asset classes (equity, fixed income, alternative assets, FX); building multi-manager portfolios, and implementation issues.
Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate.
Learning outcomes 1, 2, 3, 4, 5
Group Work. Further details, including % value will be made available via the Class Summary.
Learning outcomes 5
Students are expected to commit 130 hours of work in completing this course. This includes time spent in scheduled classes and self-directed study time Other Information Information about the prescribed textbook will be available via the Class Summary
Information about the prescribed textbook will be available via the Class Summary.