AFF4271

Financial analysis and portfolio management

Dr Peter Pope

6 points · 3 hours per week · First, second semester · Caulfield

Objectives On completion of this subject students should be able to demonstrate an understanding of modern portfolio theory. Students are also required to demonstrate conceptual, analytical and decision-making skills in the selection, construction, measurement, evaluation and revision of investment portfolios. The application of portfolio management techniques in the global environment is also included.

Synopsis Topics include 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: 50% · Examination (3 hours): 50%

Prescribed texts

Reilly F K Investment analysis and portfolio management 4th edn, Dryden, 1994
Haugen R A Modern investment theory

Back to the 1999 Business and Economics Handbook