AFF3121

Investment and portfolio management (6 points)

(BUS)

Leader: Dr Wicky J Wickramanayake

Offered:
Caulfield First semester 2003 (Day)
Caulfield First semester 2003 (OCL)
Malaysia First semester 2003 (OCL)
Singapore First semester 2003 (OCL)
Caulfield Second semester 2003 (Evening)
Caulfield First semester 2004 (Day)
Caulfield First semester 2004 (OCL)
Malaysia First semester 2004 (OCL)
Singapore First semester 2004 (OCL)
Caulfield Second semester 2004 (Evening)

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: Tutorial participation: 5% + Assignment (2500 words): 25% + Examination (3 hours): 70%

Contact Hours: 3 hours per week

Prerequisites: AFF1300, AFF1110 and AFF2631