AFF3121

Investments and portfolio management

(BUS)

Dr J Wickramanayake

6 points + 3 hours per week + First semester + Caulfield + Prerequisites: AFX1300, ECX1710, AFX1110 and AFX2631

Synopsis: On completion of this subject students should be able to demonstrate an udnerstanding of the conceptual foundations of modern portfolio theory, using 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; and be able tot ake an applied perspective on investment management and analysis in the Australian environment.

Assessment: Assignment (3000 words): 30% + Examination (3 hours): 70%