AFF3121

Investments and portfolio management

(BUS)

Dr Wicky J Wickramanayake

6 points + 3 hours per week + First and second semesters + Caulfield + OCDL (first semester) + Prerequisites: AFF1300, AFF1110 and AFF2631

Synopsis: On completion of this subject students should be able to demonstrate an understanding 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 to take an applied perspective on investment management and analysis.

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