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Rsch Sch of Finance, Actuarial Studies & App Stats · ANU College of Business and Economics
Applied Portfolio Construction draws on previously studied investment principles, theories and techniques. The objective of this course is to enable students to synthesize the acquired financial theories and knowledge in the context of portfolio construction and asset allocation. It focuses 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. It covers topics such as 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
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.
Information about the prescribed textbook will be available via the Class Summary.