Investment and portfolio analysis
Mr Abdel Halabi and Mr Richard Hartshorn
6 points * One 1-hour lecture and one 2-hour tutorial per week * Distance approximately 12 hours per week * Second semester * Gippsland * Prerequisite: GBU3010
Objectives The subject aims to develop in students the ability to manage an investment portfolio. The subject will build on the student's knowledge of the concepts of valuation, and risk and return gained from prerequisite accounting studies. Students will develop the ability to analyse the investment market and apply the information obtained to producing an optimal portfolio of investments.
Synopsis Introduction to portfolio management valuation concepts, corporate risk and diversification, efficient market hypothesis, portfolio theory and market behaviour:, capital asset pricing model, the stock exchange, technical and fundamental analysis, pricing and options, futures and commodities markets, management of portfolios: international diversification.
Assessment Three assignments: 30% * Examination (3 hours): 70%
Prescribed texts
Reilly F K Investment Analysis and Portfolio management 4th edn, Dryden, 1994