Module BUSI50415: PORTFOLIO CONSTRUCTION AND MANAGEMENT (DL)

Department: Economics, Finance and Business (Business)

BUSI50415: PORTFOLIO CONSTRUCTION AND MANAGEMENT (DL)

Prerequisites

• None.

Corequisites

• None.

Excluded Combination of Modules

• None.

Aims

• To develop students’ advanced knowledge and understanding of key issues in portfolio construction and management.
• To provide students with the opportunity to become familiar with recent developments in the field of portfolio management.

Content

• The Portfolio Management Process
• Selecting Investments in a Global Market
• Selecting an Equity Portfolio
• Equity Portfolio Management Strategies
• Bond Portfolio Management Strategies
• Portfolio Performance Evaluation
• Implications of the Efficient Market Hypothesis for Security Analysts
• Derivative Securities and Portfolio Risk Management:
• Derivatives and Hedging
• Derivatives and Portfolio Protection
• Risk and Regulation: VaR

Learning Outcomes

• By the end of the module students will have:
• an advanced knowledge and understanding of the principles and practices of some of the models used for constructing portfolios;
• an advanced knowledge and understanding of the principles and practices of portfolio management;
• become familiar with recent empirical research and its applications in certain topics of portfolio management.

• By the end of the module students will have:
• practised problem solving and analytical skills as applied to areas of portfolio management.

Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module

• The module is delivered in discrete Units. These are designed to enable the learning outcomes to be achieved through a combination of specially written material, directed reading, reflection through self-assessed assignments and guidance for further reading. Module tutors provide feedback on formative work and are available for individual consultation as necessary (by email, telephone, post or fax).
• The written assignment will test students’ understanding of relevant concepts and their ability to apply and interpret what they have learned to the analysis of a particular issue in depth.

Teaching Methods and Learning Hours

Summative Assessment

Formative Assessment:

None.

■ Attendance at all activities marked with this symbol will be monitored. Students who fail to attend these activities, or to complete the summative or formative assessment specified above, will be subject to the procedures defined in the University's General Regulation V, and may be required to leave the University