Singapore University of Social Sciences

Portfolio Management (FIN353)

Applications Open: 01 October 2019

Applications Close: 15 December 2019

Next Available Intake: January 2020

Course Types: Modular Undergraduate Course

Language: English

Duration: 6 months

Fees: $1378 View More Details on Fees

Area of Interest: Finance

Schemes: Lifelong Learning Credit (L2C)

Funding: To be confirmed


Synopsis

FIN353 Portfolio Management introduces students to the process of professional money management, which starts with an identification of the objectives and constraints of the client. The concept of diversification is formalised and methods are introduced to form expectations on the risk and return of the different asset classes. The foundations of modern portfolio theory will be discussed and optimal portfolio construction will be implemented. Methods to measure and manage risk will be introduced before the evaluation of how a constructed portfolio and its portfolio manager have performed.

Level: 3
Credit Units: 5
Presentation Pattern: Every January

Topics

  • Portfolio management and an ethics framework
  • Investment policy statement
  • Portfolio mathematics and diversification
  • Portfolio theory and the efficient set
  • Asset class specification and selection
  • Optimisation techniques
  • Tools to formulate capital market expectations
  • Economic analysis
  • Identifying, measuring and managing risk
  • Portfolio rebalancing
  • Performance measurement and benchmarking
  • Performance attribution and appraisal

Learning Outcome

  • Draft an investment policy statement
  • Calculate portfolio risk and return estimates
  • Compare portfolio optimisation techniques
  • Formulate capital market expectations
  • Measure a portfolio’s risk
  • Appraise a portfolio’s performance
  • Propose a suitable portfolio for an investor
  • Construct an optimised portfolio using spreadsheet software
  • Demonstrate proficiency in writing on portfolios and associated analyses coherently
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