AFF9350 - Portfolio management and theory

Offered

Caulfield First semester 2009 (Day)
Caulfield First semester 2009 (Evening)
Caulfield Second semester 2009 (Day)
Caulfield Second semester 2009 (Evening)

Synopsis

Topics include investment markets and investment strategies; measuring investment return and risk; capital asset pricing model; arbitrage pricing theory; taxation; shares and share analysis; valuation; financial futures markets; real estate; portfolio management; asset allocation; monitoring.

Objectives

The learning goals associated with this unit are to:

• provide specialist knowledge on portfolio management in applying modern portfolio theory
• develop specialist knowledge in critically evaluating financial market information to measure risk and return while understanding the implications of efficient market hypothesis in investment analysis
• acquire capability to apply asset pricing models, valuation techniques, fundamental and technical analysis in the asset valuation process
• develop communication skills through active class participation
• acquire an ability to work in a team environment in the preparation of a major group assignment incorporating a written synthesis of the contributions of team members through research in the Web and print reference materials.

Assessment

Within semester assessment: 30%
Examination (3 hours): 70%

Contact hours

3 hours per week

Co-requisites

Students must be enrolled in one of the following courses to undertake this unit: 0028, 0396, 0503, 0504, 0790, 0826, 1445, 1499, 1822, 2098, 2619, 3174, 3176, 3177, 3179, 3189, 3822, 3843, 3844