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. Course participants will revisit and enhance their knowledge of the theoretical foundations of asset pricing, market efficiency and the Modern Portfolio Theory (MPT). Course participants 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
Availability
Class details
Adelaide City Campus East
Class number 30582
Section LE01
Size 150
Available 150
Class number 30588
Section TU01
Size 30
Available 30
Class number 30587
Section TU02
Size 30
Available 30
Class number 30586
Section TU03
Size 30
Available 30
Class number 30585
Section TU04
Size 30
Available 30
Class number 30584
Section TU05
Size 30
Available 30
Class number 30583
Section TU06
Size 30
Available 30
Class details
Adelaide City Campus East
Class number 60257
Section LE01
Size 150
Available 150
Class number 60231
Section TU01
Size 30
Available 30
Class number 60232
Section TU02
Size 30
Available 30
Class number 60256
Section TU03
Size 30
Available 30
Class number 60255
Section TU04
Size 30
Available 30
Class number 60254
Section TU05
Size 30
Available 30
Class number 60253
Section TU06
Size 30
Available 30
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The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.