Portfolio and Fund Management
Course Level Undergraduate
Course Level Undergraduate
Area/Catalogue
BANK 3004
Course Level
Undergraduate
Offered Externally
Yes
Note: This offering may or may not be scheduled in every study period. Please refer to the timetable for further details.
Course ID
011944
Unit Value
4.5
University-wide elective course
Yes
The 2025 timetable is
not yet available.
Course owner
UniSA Business
To consider the principles of modern portfolio theory and its applications to the technical and practical aspects of portfolio design.
Introduction to investment management and analysis: quantitative techniques in investment management, mean-variance and portfolio optimisation; portfolio theory: modern portfolio theory (MPT), capital asset pricing model (CAPM), index models, arbitrage pricing theory (APT), empirical evidence and market efficiency; asset markets: bonds, equities, derivatives – security analysis, interest rate risk, valuation; investment strategies: portfolio construction and management strategies, the asset allocation process; portfolio management: active versus passive investment strategies, market timing, security and asset class selection, evaluating portfolio performance; equity security analysis and fundamental valuation; the measurement and management of interest rate risk for bond portfolios; the pricing and use of derivative securities; implications of modern portfolio theory: an examination of the models for the relationship of risk and return as well as portfolio performance evaluation.
Bodie, Z, Kane, A & Marcus, AJ 2024, Investments, 13th edn, McGraw-Hill Education, ISBN: 9781264412662
Subject Area & Catalogue Number | Course Name |
---|---|
Group 2
DBRF - Bachelor of Business (Financial Planning) |
|
BANK 1005 | Financial Markets and Institutions |
BANK 2008 | Introduction to Financial Planning |
Group 1
DBIB - Bachelor of Business (Economics, Finance and Trade) |
|
ECON 2010 | Economic Analysis of Business Decisions |
BANK 2007 | Business Finance |
Group 3
All other programs |
|
BANK 1005 | Financial Markets and Institutions |
BANK 2007 | Business Finance |
The pre-requisite BANK 1005 Financial Markets and Institutions was previously called Derivatives and Securities Markets.
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Preparatory | 1 x 1 week | ||
Lecture | 2 hours x 10 weeks | ||
Lecture (Virtual) | 2 hours x 10 weeks | ||
Tutorial | 1.5 hours x 8 weeks | ||
Computer Practical (Trading Lab) | 1.5 hours x 2 weeks | ||
EXTERNAL, CITY WEST, ONLINE | |||
External | 35 hours x NA | ||
INTERNAL, CITY WEST (INTENSIVE) | |||
Lecture | 20 hours x N/A | ||
Lecture (Virtual ) | 20 hours x NA | ||
Tutorial | 15 hours x N/A | ||
INTERNAL, OFFSHORE, TAYLOR'S BUSINESS SCHOOL | |||
Workshop | 35 hours x NA |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Examination, Project, Report
EFTSL*: 0.125
Commonwealth Supported program (Band 4C)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.
* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.