Financial analysis and portfolio management
Mr Ian O'Connor
6 points * 3 hours per week * First, second semester * Caulfield * Prerequisites: FIN5200, FIN5210, FIN5220 and FIN5230
Objectives On completion of this subject students should be able to demonstrate an understanding of modern portfolio theory; the behaviour of market volatility; the application of portfolio management techniques in an institutional treasury environment.
Synopsis Evaluation and prediction of risk and return; pricing techniques for physical and derivative products; domestic and international markets; market volatility; management strategies; performance measurement and maintaining credit quality.
Assessment Assignment and coursework (3000 words): 50% * Final examination (3 hours): 50%
Prescribed texts
Francis J C Investments: Analysis and management McGraw-Hill, 1991
Winger BJ and Franca RR Investments: Introduction to analysis and planning Merill, 1991