Portfolio management and theory
Mr Ian O'Connor
6 points * 3 hours per week * First semester * Caulfield, In-house
Objectives On completion of this subject students should be able to demonstrate an understanding of the conceptual foundations of modern portfolio theory; use pricing models and other techniques in the valuation of securities; appreciate the effect of market efficiency on the valuation process; measure portfolio risk and determine performance benchmarks.
Synopsis Investment markets and investment strategies; measuring investment return and risk; capital asset pricing model; arbitrage pricing theory; taxation; shares and share analysis; valuation; financial futures markets; real estate; portfolio management; asset allocation; monitoring.
Assessment Assignment (4000 words): 30% * Final examination (3 hours): 70%
Prescribed texts
Reilly F K Investment analysis and portfolio managment 4th edn, Dryden, 1994