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Durham University

Postgraduate Module Handbook 2021/2022

Archive Module Description

This page is for the academic year 2021-22. The current handbook year is 2022-23
No such Code for pgprog: NPK017
No such Code for pgprog: N1KP17
No such Code for pgprog: N1KD17
No such Code for pgprog: N1KB17

Department: Management and Marketing

BUSI47115: PORTFOLIO CONSTRUCTION AND MANAGEMENT (PT/EXECUTIVE)

Type Tied Level 4 Credits 15 Availability Not available in 2021/22
Tied to NPK017
Tied to N1KP17
Tied to N1KD17
Tied to N1KB17

Prerequisites

  • None.

Corequisites

  • None.

Excluded Combination of Modules

  • 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
Workshops (a combination of lectures, groupwork, case studies and discussion) 28
Preparation and Reading 122
Total 150

Summative Assessment

Component: Written Assignment Component Weighting: 100%
Element Length / duration Element Weighting Resit Opportunity
Written Assignment 4,000 words maximum 100%

Formative Assessment:

None.


Attendance at all activities marked with this symbol will be monitored. Students who fail to attend these activities, or to complete the summative or formative assessment specified above, will be subject to the procedures defined in the University's General Regulation V, and may be required to leave the University