• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
  • ANU College ANU College of Business and Economics
  • Course subject Financial Management
  • Areas of interest Finance
  • Academic career UGRD
  • Course convener
    • Dr Hua Deng
  • Mode of delivery In Person
  • Offered in Second Semester 2015
    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 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 optimization 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.

Learning Outcomes

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

  • Understand and implement portfolio construction at the overall plan level, taking into account investor objectives and the practical challenges of implementation.
  • Appreciate the use and limitations of portfolio theory

Other Information

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

Indicative Assessment

The assessment for this course is proposed to be made on the following basis:  25% Assignment; 20% Mid-semester examination; 45% Final Examination; 10% Tutorial Engagement.

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.

Requisite and Incompatibility

To enrol in this course you must have completed FINM2001 and FINM2003.

Prescribed Texts

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

Majors

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. Tuition fees are indexed annually. 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
2015 $3414
International fee paying students
Year Fee
2015 $4146
Note: Please note that fee information is for current year only.

Offerings and Dates

The list of offerings for future years is indicative only

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
2374 20 Jul 2015 07 Aug 2015 31 Aug 2015 30 Oct 2015 In Person N/A

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