Module BUSI50415: PORTFOLIO CONSTRUCTION AND MANAGEMENT (DL)

Department: Economics, Finance and Business (Business)

BUSI50415: PORTFOLIO CONSTRUCTION AND MANAGEMENT (DL)

Tied To

• N1D217: Business Administration (Finance) (Distance Learning) (For students entering before August 2007) (see Postgraduate Handbook 2011-2012 for details)
• N1D314: Business Administration (Distance Learning) (For students entering before August 2007) (see Postgraduate Handbook 2011-2012 for details)
• N1D317: Business Administration (Distance Learning) (For students entering before August 2007) (see Postgraduate Handbook 2011-2012 for details)

Pre-requisites

Corequisites

Excluded Combinations

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.