• 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 Anna Von Reibnitz
    • Dr Hua Deng
  • Mode of delivery In Person
  • Co-taught Course
  • Offered in First Semester 2018
    Second Semester 2018
    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:
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.; and,
5. Work independently and collaboratively to collect, process, interpret and communicate the outcomes of financial problems.

Other Information

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

Indicative Assessment

Typical assessment may include, but is not restricted to: assignments, a mid-semester exam and a final exam.

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

Students are expected to commit at least 10 hours per week to completing the work in this course. This will include at least 3 contact hours per week and up to 7 hours of private study time.

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
2018 $3900
International fee paying students
Year Fee
2018 $5160
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
3926 19 Feb 2018 27 Feb 2018 31 Mar 2018 25 May 2018 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
8090 23 Jul 2018 30 Jul 2018 31 Aug 2018 26 Oct 2018 In Person N/A

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