Portfolio Management

University of Newcastle

Course Description

  • Course Name

    Portfolio Management

  • Host University

    University of Newcastle

  • Location

    Newcastle, Australia

  • Area of Study

    Accounting, Finance, Information Technologies

  • Language Level

    Taught In English

  • Prerequisites

    Assumed Knowledge

    ACFI2005 Finance and ACFI2070 Business Finance.

  • Course Level Recommendations


    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • Host University Units

  • Recommended U.S. Semester Credits
    3 - 4
  • Recommended U.S. Quarter Units
    4 - 6
  • Overview


    This course begins with an overview of investment environment and products, and then provides students with a solid foundation in modern portfolio theory and demonstrates its applications to portfolio management. Alternative asset allocation models are introduced to equip students in developing and implementing investment strategies, assessing and controlling portfolio risk, and evaluating portfolio performance. The course takes students beyond investment theories and trains them to use widely available technology to perform quantitative modelling using real world data. The course covers ASIC RG146 specialised knowledge requirements in the areas of funds management and managed investments.

    Learning Outcomes

    1. Understand the investment environment, institutional investment and empirical evidence on security performance.

    2. Develop mean-variance efficient portfolios using appropriate technology.

    3. Demonstrate critical thinking, analytical and problem solving skills in the context of portfolio construction and management.

    4. Evaluate the performance of a portfolio and evaluate risk exposures.

    5. Critically evaluate the advantages and disadvantages of international diversification.

    6. Communicate investment portfolio decisions to potential investors.


    This course includes but is not limited to the following topics:

    The investment environment.
    Risk, return, risk premia and risk aversion.
    Allocating capital between risky and risk-free assets.
    Mean-variance efficient portfolios and security analysis.
    Evaluation of portfolio risk and performance.
    Funds management.
    nternational diversification of portfolios.

    Assessment Items

    Formal Examination: Final Exam

    Written Assignment: Problem Set 1

    Written Assignment: Problem Set 2

    Presentation: Group Assignment

    Contact Hours


    Face to Face On Campus 2 hour(s) per Week for Full Term


    Face to Face On Campus 1 hour(s) per Week for 12 Weeks

Course Disclaimer

Courses and course hours of instruction are subject to change.

Credits earned vary according to the policies of the students' home institutions. According to ISA policy and possible visa requirements, students must maintain full-time enrollment status, as determined by their home institutions, for the duration of the program.