• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
  • ANU College ANU College of Business and Economics
  • Classification Advanced
    Specialist
  • Course subject Financial Management
  • Areas of interest Commerce, Finance
  • Academic career PGRD
  • Course convener
    • Dr Anna Von Reibnitz
    • Dr Hua Deng
  • Mode of delivery In Person
  • Offered in First Semester 2014
    Second Semester 2014
    See Future Offerings

Portfolio Construction is a capstone elective that draws on previously studied investment principles, theories and techniques. 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 optimization programs, role of liquidity, and importance of plan governance. It covers duties to clients, types of investment products, explores links between investment risk and return, introduces tools for use in portfolio construction, brings in analysis of fixed income products and introduces techniques to evaluate past investment performance.

Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

By the end of this course students are expected to:
  1. Understand and implement portfolio construction at the overall plan level, taking into account investor objectives and the practical challenges of implementation.
  2. Appreciate the use and limitations of portfolio theory.
  3. Describe the main characteristics of key asset classes, and the role they each play within a balanced portfolio.
  4. Communicate complex portfolio structures and strategies to a diverse audience.

Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

  • Tutorial Engagement - 10%
  • Assignment - 25%
  • Mid-Semester Exam - 20%
  • Final Exam - 45%

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Workload

At least three contact hours per week plus private study time.

Requisite and Incompatibility

To enrol in this course you must have completed FINM7007, FINM7008, FINM7041 and FINM7044.

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Students continuing in their current program of study will have their tuition fees indexed annually from the year in which you commenced your program. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
3
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Domestic fee paying students
Year Fee
1994-2003 $3234
2004 $3234
2005 $3234
2006 $3240
2007 $3240
2008 $3240
2009 $3240
2010 $3240
2011 $3240
2012 $3240
2013 $3240
2014 $3246
International fee paying students
Year Fee
1994-2003 $3234
2004 $3234
2005 $3234
2006 $3534
2007 $3618
2008 $3618
2009 $3618
2010 $3942
2011 $3942
2012 $3942
2013 $3942
2014 $3948
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
4175 17 Feb 2014 07 Mar 2014 31 Mar 2014 30 May 2014 In Person N/A

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
8233 21 Jul 2014 08 Aug 2014 31 Aug 2014 30 Oct 2014 In Person N/A

Responsible Officer: Registrar, Student Administration / Page Contact: Website Administrator / Frequently Asked Questions