Investments and portfolio management
Ms Kathy Avram
6 points
* 3 hours per week
* Second semester
* Caulfield
*
Prerequisites: FIN1300, FIN1710, ACC1110 and ACC2631
Objectives 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.
Synopsis Investment markets and strategies; measuring investment risk and return; capital asset pricing model; pricing theory; shares and share analysis; valuation; derivative instruments; portfolio management and performance monitoring.
Assessment Assignment (4000 words): 30%
* Examination (3 hours):
70%
Prescribed texts
Jones C P Investments 4th edn, Wiley, 1994
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