ACCG839: Portfolio Management
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Lecturer in charge |
Dr Garry Hobbes |
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Availability |
D1 - Day; Offered in the first half-year |
| Unit Outline |
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Websites |
Coursework unit website - Online learning @ MQ (Login required) |
Also refer to the MCom + MIB Student Guide
Description
This unit provides a basis for effective management of investment portfolios. The relevance of finance theory to the practice of portfolio management is a feature of this subject. The unit begins with a review of the theoretical underpinnings of portfolio management followed by a comparison of passive and active approaches to investment management. International investments and their relevance for optimal portfolio construction are considered. Then follows a discussion of the techniques used to modify the risk/return profile of a portfolio using futures. The unit concludes with a consideration of performance assessment.Techniques of portfolio management are applied using a simulation. Student teams aim to maximise the return for a portfolio relative to a benchmark. Each team presents both a written report and a class presentation on the management of their portfolio. The investment process utilises internet resources and financial databases.
Topics
- Portfolio Construction
- The APT and Portfolio ManagementPassive Portfolio Management
- Equity Valuation Models
- Stock Selection Techniques
- Asset Allocation
- Investment Styles
- International Investment
- Futures and Portfolio Management
- Fixed Interest Portfolio Management
- Portfolio Performance
- Portfolio Management Presentations
Announcements
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Support for ACCG834
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New MAcc Guide for 2009
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