AFF5271 - International investment management

Leader: Dr Zoltan Murgulov

Offered

Caulfield Second semester 2007 (Day)

Synopsis

This unit provides a comprehensive introduction to the study of investment concepts, theories and techniques widely used internationally, development of investment alternatives available in a given economy by analysing securities by using widely-accepted techniques available in the industry for security selection, portfolio formation and portfolio management including hedging of risk involved.

Objectives

The learning goals associated with this unit are to:

• provide a comprehensive introduction to the study of investment concepts, theories and widely-used analytical techniques for investment management across the world
• evaluate different investment alternatives available in a given economy to form efficient (Markowitz efficient) portfolios using standard techniques
• identify the factors and learn to implement procedures for managing multi-country investment portfolios in the context of diversification, risk classes, currency issue, hedging techniques, international diversification
• develop machine-based mathematical models (in Excel or in higher level languages) for security analysis, portfolio formation, hedging, and performance assessment.

Assessment

Project: 50%
Examination: 50%

Prerequisites

MBA9005 or AFF9250