• 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
  • Mode of delivery In Person
  • Offered in First Semester 2016
    Second Semester 2016
    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:

Upon successful completion of the requirements for this course, students should have the knowledge and skills to:

  • Communicate and implement portfolio construction at the overall plan level, taking into account investor objectives and the practical challenges of implementation.
  • Communicate the use and limitations of portfolio theory.
  • Comprehensively understand the main characteristics of key asset classes, and the role they each play within a balanced portfolio.
  • 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 (Participation in class discussion) - 10%
  • Mid-Semester Examination (Optional & Redeemable) - 20%
  • Assignment 1 - 25%
  • Final Examination - 45% (or 65% if mid-semester exam is redeemed)

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 FINM7006, FINM7007, FINM7008. Incompatible with FINM3008.

Specialisations

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
2016 $3660
International fee paying students
Year Fee
2016 $4878
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
3388 15 Feb 2016 26 Feb 2016 31 Mar 2016 27 May 2016 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
8380 18 Jul 2016 29 Jul 2016 31 Aug 2016 28 Oct 2016 In Person N/A

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