6 points, SCA Band 3, 0.125 EFTSL
Undergraduate - Unit
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
Department of Banking and Finance
- First semester 2017 (Day)
- First semester 2017 (Off-campus)
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.
The learning goals associated with 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.
Within semester assessment: 40% + Examination: 60%
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
See also Unit timetable information
Students must have passed AFW2631, BFW2631, AFG2631, BFG2631, AFG3044 or AFW3044 before undertaking this unit