Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Postgraduate Modules 2019/2020

Module Description

Please ensure you check the module availability box for each module outline, as not all modules will run in each academic year. Each module description relates to the year indicated in the module availability box. Please be aware that modules may change from year to year, and may be amended to take account of, for example: changing staff expertise, disciplinary developments, the requirements of external bodies and partners, and student feedback.

No such Code for pgprog: L1K209
No such Code for pgprog: L1K309
No such Code for pgprog: L1K709
No such Code for pgprog: L1K809
No such Code for pgprog: L1K609
No such Code for pgprog: L1K509
No such Code for pgprog: L1K109

Department: Economics and Finance

ECON41015: PORTFOLIO MANAGEMENT

Type Tied Level 4 Credits 15 Availability Available in 2019/20
Tied to L1K209
Tied to L1K309
Tied to L1K709
Tied to L1K809
Tied to L1K609
Tied to L1K509
Tied to L1K109
Tied to N3K109 Finance
Tied to N3K209 Finance (Accounting and Finance)
Tied to N3K309 Finance (Corporate and International Finance)
Tied to N3K409 Finance (Finance and Investment)
Tied to N3K509 Finance (International Money, Finance and Investment)
Tied to N3K609 Finance (International Banking and Finance)
Tied to N3K709 Finance (Economics and Finance)

Prerequisites

  • None

Corequisites

  • Advanced Financial Theory (ECON41215)

Excluded Combination of Modules

  • None

Aims

  • develop students' knowledge and understanding of key issues in asset allocation and portfolio composition and management at an advanced level;
  • provide students with the opportunity to develop the ability to critically understand current theoretical and empirical research in the field of portfolio theories and their implications on alternative portfolio composition and management strategies.

Content

  • Selecting and Managing Equity Portfolios;
  • Asset Allocation;
  • Portfolio Performance Evaluation;
  • Fixed Income Securities: Analysis and valuation; Managing fixed income securities;
  • Derivative Securities and Portfolio Risk Management.

Learning Outcomes

Subject-specific Knowledge:
  • have explored, understood and appreciated the complexity and diversity of the current relevant academic literature and its implications for professional practice, and be able to identify open questions for their own research;
  • have demonstrated ability to learn and work independently in this area, exercising critical judgement and discrimination in the resolution of complex problematic situations.
Subject-specific Skills:
  • have used highly specialised and advanced technical, professional and academic skills in asset allocation and composition and management of portfolios;
  • have practised problem solving and analytical skills in a complex specialised context.
Key Skills:
  • Written Communication;
  • Planning, Organising and Time Management;
  • Problem Solving and analysis;
  • Using initiative;
  • Numeracy;
  • Computer Literacy.

Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module

  • A combination of lectures, seminars and guided reading will contribute to achieving the aims and learning outcomes of this module. The summative written assignment will test students' knowledge and critical understanding of the material covered in the module, their analytical and problem-solving skills.

Teaching Methods and Contact Hours

Activity Number Frequency Duration Total/Hours
Lectures 9 1 per week 2 hours 18
Seminars 4 fortnightly 1 hour 4
Preparation & Reading 126
Revision Sessions 2 1 hour 2
Total 150

Summative Assessment

Component: Assignment Component Weighting: 100%
Element Length / duration Element Weighting Resit Opportunity
Written assignment 2,500 words maximum 100% Same

Formative Assessment:

Work prepared by students for seminars; answers to questions either discussed during a seminar, or posted on DUO.


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


    If you have a question about Durham's modular degree programmes, please visit our User Guide. If you have a question about modular programmes that is not covered by the User Guide, or a query about the Postgraduate Module Handbook, please contact us using the Comments and Questions form below.