AFF9171

Investments and portfolio management

Dr Peter Pope

6 points
* 3 hours per week
* First, second semester
* Caulfield
* Prerequisite: AFF9130

Objectives On completion of this subject students should be able to demonstrate an understanding of the conceptual foundations of modern portfolio theory; appreciate the effect of market efficiency in the valuation process; explain the methods used in measuring portfolio performance and appropriate benchmarks.

Synopsis Topics include investment fundamentals; stock market function and operations; portfolio theory; capital market theory; share valuation and analysis; fundamental and technical analysis; fixed interest investments; derivatives; real estate investment; managed funds; banking industry funds management.

Assessment Major assignment (4500 words): 30%
* Examination (3 hours): 70%

Prescribed texts

Reilly F K Investment analysis and portfolio management 4th edn, Dryden, 1994