Portfolio Theory and Management

Undergraduate | 2026

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area/catalogue icon
Area/Catalogue
BAFI 2007
Course ID icon
Course ID
200289
Level of study
Level of study
Undergraduate
Unit value icon
Unit value
6
Course level icon
Course level
2
Study abroad and student exchange icon
Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
Yes
University-wide elective icon
University-wide elective course
Yes
Single course enrollment
Single course enrolment
Yes
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Note:
Course data is interim and subject to change

Course overview

This course is an in-depth study of investment portfolios: the theory behind them, construction techniques, asset classes employed, and their management. Asset classes examined in the context of portfolio construction will include Equities (both developed and emerging markets), Fixed Income Securities, Commodities, Real Estate, and Alternate Investments. Students will revisit and enhance their knowledge of the theoretical foundations of asset pricing, market efficiency and the Modern Portfolio Theory (MPT). Students will then develop an Investment Policy Statement (or a Statement of Advice) for an institutional investor, quantitatively forecast characteristics of various asset classes in an economy, and then create an investment portfolio to satisfy the investment requirements. Students will learn various strategies to test the portfolio constructed, issues that impact portfolio performance in achieving investment objectives, and finally evaluate its performance.

Course learning outcomes

  • Demonstrate understanding of the Modern Portfolio Theory and the Mean-Variance Framework
  • Create an Investment Portfolio and test its ability to achieve Investment Objectives
  • Analyse Core Asset classes (Equities and Fixed Income Securities) based on their characteristics and performance over economic and business cycles
  • Evaluate Non-Core Asset classes and Alternative Investments, and their relationship with Core Asset classes in a portfolio setting
  • Understand issues in portfolio construction, its management, and its performance

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A