AFW3121 - Investments and portfolio management

Leader: Chief Examiner: Dr J Wickramanayake; Malaysia: Dr Y Subba Reddy

Offered

Malaysia First semester 2007 (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.

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

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

Contact hours

3 hours per week

Prerequisites

AFW1300, AFW1001 and AFW2631 or equivalents