AFW3121

Investments and portfolio management ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Chief Examiner: Dr Kok Fai Phoon; Malaysia: Dr Y Subba Reddy

Offered:
Malaysia First semester 2005 (Day)

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 in the Australian environment.

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

Contact Hours: 3 hours per week

Prerequisites: AFW1300, AFW1001 and AFW2631 or equivalents