BFF5270: FUNDS MANAGEMENT DETAILED UNIT SCHEDULE

TEACHING
WEEK
(beginning)

LECTURER

READINGS

WEEKLY ACTIVITIES

ORIENTATION WEEK
Lecturers: JW = J Wickramanayake; RMA = Robert M Ads
Readings: SPH-BKM = BFF5270: Funds Management (customised textbook used in this unit)
MTPM = Maginn, J. L., Tuttle, D. L., Pinto, J. E., & McLeavey, D. W. (2007). (3rd ed.).Managing Investment Portfolios...
BKM = Bodie Z., Kane, A., & Marcus, A. J. (2014). Investments (10th ed.).
CFA-SPH = CFA Standards of Practice Handbook (2014), (11th ed.). Ch = Chapter; Chs = Chapters.
1 (FEB 29)

JW

1A: Introduction to Funds Management

1B: Chartered Financial Analyst (CFA) Ethics
(SPH-BKM: Chs. 1, 3 and 19, MTPM: Ch. 1 and
10 (pp.678-681); CFA-SPH: pp.1-12 and p.223
onwards)

Tutorial 1 (introducing the BFF5270 group

assignment). No tutorial submission is
required

2 (MAR 7)

JW

Investment Objectives, Mandates and Investment

Policy Statement
(SPH-BKM: Ch. 4; MTPM: Chs. 2-3)

Tutorial 2 (Week 1 Topic): tutorial

submission is required

3 (MAR 14)

JW

Capital Market Expectations

(SPH-BKM: Chs. 5 and 6; MTPM: Ch. 4)

Tutorial 3 (Week 2 Topic): tutorial

submission is required

4 (MAR 21)

JW

Asset Allocation
(SPH-BKM: Chs. 7, 8 and 9; MTPM: Ch. 5)

Tutorial 4 (Week 3 Topic): tutorial

submission is required

IN-SEMESTER BREAK: MARCH 25 APRIL 1

5 (APR 4)

JW

Equity Portfolio Management

(SPH-BKM: Chs. 10 and 11; MTPM: Ch. 7)

Tutorial 5 (Week 4 Topic): tutorial

submission is required

6 (APR 11)

JW

International Diversification
(SPH-BKM: Ch. 15; BKM: Ch. 25)

Mid-Semester Test (in tutorial class). No

tutorial submission is required

7 (APR 18)

JW

Fixed Income Securities Management

(SPH-BKM: Chs. 12, 13 and 14; MTPM: Ch. 6)

Tutorial 6 (introduction to use of

portfolio formation software): (Week 5
Topic) - tutorial submission is required

8 (APR 25)

JW

8A: Performance Measurement and Attribution

8B: Evaluation of Portfolio Performance
(SPH-BKM: Ch. 18; MTPM: Ch. 12; BKM: Ch.24)

Tutorial 7 (Week 7 Topic): tutorial

submission is required

9 (MAY 2)

RMA

Portfolio Risk Management (MTPM: Ch. 9)

Tutorial (Week 8 Topic): tutorial

submission is required)

10 (MAY 9)

RMA

Portfolio Monitoring and Rebalancing

(SPH-BKM: Ch. 17; MTPM: Ch. 11)

Tutorial 9 (Week 9 Topic): tutorial

submission is required

11 (MAY 16)

RMA

Alternative Investments
(SPH-BKM: Ch. 16; MTPM: Ch. 8)

Tutorial10 (Week 10 Topic): tutorial

submission is required

12 (MAY 23)

JW

12A: Quantitative Factor Models (Readings to be

Included in lecture slides)
12B: Unit Overview and a Perspective on the Final
Examination

Tutorial 11 (Week 11 Topic): tutorial

submission is required
Total tutorial submissions required: 10

SWOT VAC: MAY 30 JUNE 3

OFFICIAL EXAMINATION PERIOD: JUNE 6 24
EXAMINATION RESULTS TO BE RELEASED: JULY 11
Note: This unit schedule is a guide only and may be subject to change. If changes are made, BFF5270 students will be advised
accordingly.