This is an archived handbook for a previous year. The current undergraduate and postgraduate handbooks can be viewed using the links above.
Postgraduate Handbook 2019-2020 (archived)
Module BUSI4B215: PORTFOLIO CONSTRUCTION AND MANAGEMENT (FT)
Department: Management and Marketing
BUSI4B215: PORTFOLIO CONSTRUCTION AND MANAGEMENT (FT)
| Type | Level | Credits | Availability | Module Cap | Location |
|---|---|---|---|---|---|
| Tied | 4 | 15 | Available in 2019/2020 | Durham |
Tied To
- N1K017: Business Administration (12 month Full Time) (see Postgraduate Handbook 2016-2017 for details)
- N1KC17: Business Administration [Finance] (full time) (see Postgraduate Handbook 2010-2011 for details)
Pre-requisites
- None.
Corequisites
- None.
Excluded Combinations
- None.
Aims
- Develop students' advanced knowledge and understanding of key issues in portfolio construction and management.
- 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
Subject-specific Knowledge
- Upon successful completion of the module, the 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.
Subject-specific Skills
- Upon successful completion of the module, the students will have:
- practised problem solving and analytical skills as applied to areas of portfolio management.
Key Skills
- Written communication; planning, organising and time management; problem solving and analysis; using initiative; computer literacy.
Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module
- Learning outcomes will be met through a combination of lectures, groupwork, case studies and discussion, supported by guided reading. 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
| Activity | Number | Frequency | Duration | Total Hours | Attendance Monitored |
|---|---|---|---|---|---|
| Workshops (a combination of lectures, groupwork, case studies and discussion) | 28 | Yes | |||
| Preparation and Reading | 122 | ||||
| Total | 150 | ||||
Summative Assessment
| Component | Component Weighting | Element | Length/Duration | Element Weighting | Resit Opportunity |
|---|---|---|---|---|---|
| Written Assignment | 100% | Written Assignment | 4,000 words maximum | 100% |
Formative Assessment
None.
Students who do not attend monitored activities shown under Teaching Methods
and Learning Hours, or who fail to complete the summative or formative
assessment(s) specified above, may be subject to the Academic Progress
procedures defined in the University's General Regulation V, and may be
required to leave the University.