AFF3121 - Investments and portfolio management

Leader: Dr Wicky J Wickramanayake

Offered

Caulfield First semester 2007 (Day)
Caulfield First semester 2007 (Off-campus)
Caulfield Second semester 2007 (Evening)
Malaysia First semester 2007 (Off-campus)

Synopsis

On completion of this unit 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.

Objectives

The learning objectives of this unit are to:

• critically evaluate financial market information to measure risk and return
• describe modern portfolio theory;
• apply asset pricing models and valuation techniques to the valuation of assets;
• apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with investments and portfolio management.

Assessment

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

Contact hours

3 hours per week

Prerequisites

AFF1300, AFF1110 and AFF2631