Unit convenor and teaching staff |
Unit convenor and teaching staff
Unit Convenor and Lecturer
Charles Koh
Contact via Dialogue via iLearn
4ER Level 2
See iLearn
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Credit points |
Credit points
4
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Prerequisites |
Prerequisites
Admission to MRes
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
This unit covers the principles, theory and techniques of portfolio management. Study of this unit provides a basis for the effective management of investment portfolios, as well as an understanding of the limitations of techniques commonly applied to problems of portfolio construction and performance evaluation.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Assessment criteria: Assessment criteria for all assessment tasks will be provided on the unit iLearn site
Marks in gradebook: It is the responsibility of students to view their marks for each assessment on iLearn within 20 working days of posting. If there are any discrepancies, students must contact the unit convenor immediately. Failure to do so will mean that queries received after the release of final results regarding assessment tasks (not including the final exam mark) will not be addressed.
Name | Weighting | Hurdle | Due |
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Online Quiz | 5% | No | Monday 18 March by 3pm |
In-Class Test | 30% | No | Week 7 |
Individual Assignment | 15% | No | Friday 17 May by 3 pm |
Final Exam | 50% | No | University Examination Period |
Due: Monday 18 March by 3pm
Weighting: 5%
Due: Week 7
Weighting: 30%
Due: Friday 17 May by 3 pm
Weighting: 15%
This is an individual assignment. Students will be asked to work on an assigned topic for research. Based on detailed literature review, the students will prepare an essay. The word limit is 2000 words excluding table of contents and bibliography. The essay will be submitted through Turnitin before the due date. It will be graded based on logical development of content and arguments, effective use of research evidence, clear conclusions, clarity in writing and appropriate citations and references. Details will be provided via iLearn.
Type of Collaboration: Individual Submission: Assignment has to be submitted via iLearn Format: Refer to iLearn Length: Refer to iLearn Late Submission: No extensions will be granted. There will be a deduction of 10% of the total available marks made from the total awarded mark for each 24 hour period or part thereof that the submission is late (for example, 25 hours late in submission – 20% penalty). This penalty does not apply for cases in which an application for special consideration is made and approved. No submission will be accepted after solutions have been posted.
Due: University Examination Period
Weighting: 50%
The final exam is based on topics covered during lecture weeks 1 to 13, inclusive.
No dictionaries of any kind are allowed in the final examination. Non–programmable calculators are allowed, provided that they are not capable of storing text. You are permitted ONE A4 page of paper containing reference material printed on both sides. The material may be handwritten or typed. The page will not be returned to you at the end of the final examination.
Type of Collaboration: Individual Submission: In Exam Format: Refer to iLearn. Length: Total time available for the final examination is 2 hours (excluding reading time). Late Submission: No extensions will be granted. Students who have not submitted the task prior to the deadline will be awarded a mark of 0 for the task, except for cases in which an application for special consideration is made and approved.Required Text: | Investment Analysis and Portfolio Management by Reilly and Brown. 11th Edition, 2019, South-Western Cengage Learning. ISBN 9781305262997 |
Unit Web Page: | Log in via https://ilearn.mq.edu.au |
Technology Used and Required: |
Necessary technology: scientific or business calculator without alphanumeric capabilities, internet access, computer with MS Excel. Useful technology: The MATLAB software environment is very useful if you intend doing this sort of work professionally. For details of the student version please refer to: http://www.mathworks.com.au/academia/student_version/ |
Delivery Format and Other Details: |
Classes Classes are 3-hour seminars and timetable can be found at https://timetables.mq.edu.au/2019/. A typical class will be structured as a 2-hour lecture followed by 1-hour tutorial - though the distinction between the two may be blurred. Please feel free to ask (and answer!) questions throughout the class. Attendance at classes is expected. Teaching and Learning Activities The first two hours of each class will be a lecture-style presentation, the third hour an interactive tutorial. You are strongly advised to attempt all assigned tutorial questions before the weekly tutorial class, and before consulting the solutions. It is very easy to be lulled into a false sense of security by simply reading questions and looking at the solutions. Each week you are required to submit your attempt at the tutorial questions. Success in this unit depends on keeping up with the weekly content, so doing the tutorial work is essential. Whilst no assessment marks are allocated to tutorial assignments, submission of your work will be recorded to provide evidence of your satifactory performance/progress. Solutions to tutorial questions will be provided at the end of the week in which they are due. |
Recommended Readings: |
We will supplement the lecture materials with readings from journals and other textbooks. Other useful texts are listed below. Running Money, Professional Portfolio Management by Stewart, Piros and Heisler. 1st Edition, McGraw-Hill Irwin, 2011. Modern Portfolio Theory and Investment Analysis by Elton, Gruber, Brown and Goetzmann. 9th Edition, John Wiley and Sons, Inc, 2013. ISBN 978-1-118-46994-1 Modern Investment Theory by Haugen, 5th Edition, Prentice Hall, 2001. ISBN 0-13-019170-1 Investments by Levy and Post. Pearson Publishing, 2005. ISBN 0-273-65164-1 Refer to the unit web page for other useful references and resources. |
Other Course Materials: |
Research and Practice
Please refer to iLearn for a more detailed unit schedule.
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Macquarie University policies and procedures are accessible from Policy Central (https://staff.mq.edu.au/work/strategy-planning-and-governance/university-policies-and-procedures/policy-central). Students should be aware of the following policies in particular with regard to Learning and Teaching:
Undergraduate students seeking more policy resources can visit the Student Policy Gateway (https://students.mq.edu.au/support/study/student-policy-gateway). It is your one-stop-shop for the key policies you need to know about throughout your undergraduate student journey.
If you would like to see all the policies relevant to Learning and Teaching visit Policy Central (https://staff.mq.edu.au/work/strategy-planning-and-governance/university-policies-and-procedures/policy-central).
Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/study/getting-started/student-conduct
Results published on platform other than eStudent, (eg. iLearn, Coursera etc.) or released directly by your Unit Convenor, are not confirmed as they are subject to final approval by the University. Once approved, final results will be sent to your student email address and will be made available in eStudent. For more information visit ask.mq.edu.au or if you are a Global MBA student contact globalmba.support@mq.edu.au
Supplementary Exams
Further information regarding supplementary exams, including dates, is available here
Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/
Learning Skills (mq.edu.au/learningskills) provides academic writing resources and study strategies to improve your marks and take control of your study.
Students with a disability are encouraged to contact the Disability Service who can provide appropriate help with any issues that arise during their studies.
For all student enquiries, visit Student Connect at ask.mq.edu.au
If you are a Global MBA student contact globalmba.support@mq.edu.au
For help with University computer systems and technology, visit http://www.mq.edu.au/about_us/offices_and_units/information_technology/help/.
When using the University's IT, you must adhere to the Acceptable Use of IT Resources Policy. The policy applies to all who connect to the MQ network including students.
Our postgraduates will be able to demonstrate a significantly enhanced depth and breadth of knowledge, scholarly understanding, and specific subject content knowledge in their chosen fields.
This graduate capability is supported by:
Our postgraduates will be capable of utilising and reflecting on prior knowledge and experience, of applying higher level critical thinking skills, and of integrating and synthesising learning and knowledge from a range of sources and environments. A characteristic of this form of thinking is the generation of new, professionally oriented knowledge through personal or group-based critique of practice and theory.
This graduate capability is supported by:
Our postgraduates will be capable of systematic enquiry; able to use research skills to create new knowledge that can be applied to real world issues, or contribute to a field of study or practice to enhance society. They will be capable of creative questioning, problem finding and problem solving.
This graduate capability is supported by:
Minor changes to weekly lecture contents and adoption of the latest editions of the text and reference books.