Financial analysis and portfolio management
Dr Peter Pope
6 points
* 3 hours per week
* First, second semester
*
Caulfield
Objectives On completion of this subject students should be able to demonstrate an understanding of modern portfolio theory; the behaviour of market volatility; the application of portfolio management techniques in an institutional treasury environment.
Synopsis Topics include evaluation and prediction of risk and return; pricing techniques for physical and derivative products; domestic and international markets; market volatility; management strategies; performance measurement and maintaining credit quality.
Assessment Assignment and coursework (3000 words): 50%
* Examination
(3 hours): 50%
Prescribed texts
Francis J C Investments: Analysis and management McGraw-Hill, 1991
Winger B J and Franca R R Investments: Introduction to analysis and planning Merill, 1991
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