BFC5935 - Portfolio management and theory - 2019

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate - Unit

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.


Business and Economics

Organisational Unit

Department of Banking and Finance

Chief examiner(s)

Dr Manapon Limkriangkrai (First semester)
Dr Abey Gunasekarage (Second semester)

Unit guides



  • First semester 2019 (On-campus)
  • Second semester 2019 (On-campus)


Students must be enrolled in course B5001, B6004, B6005 or B6015.




Topics include investment markets and investment strategies; measuring investment return and risk; capital asset pricing model; arbitrage pricing theory; security analysis and valuation; portfolio management; asset allocation; and portfolio performance measurement.


The learning goals associated with this unit are to:

  1. evaluate financial market information to measure investment risk and return, and be able to incorporate such evaluation in fundamental and technical analysis in the asset valuation process
  2. develop an understanding of theories in market efficiency, asset pricing models, portfolio construction
  3. understand investment characteristics of different asset classes and their implications in portfolio management
  4. demonstrate effective interpersonal communication skills and develop a team orientated approach to work effectively as a team member to produce a professional quality business document solving portfolio investment objectives
  5. demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the components of an investment portfolio and their optimal combination as discussed throughout the unit.


Within semester assessment: 50% + Examination: 50%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information