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Unit of Study

Investments and Portfolio Management
UoS Code FINC3017
Credit points 6
Offered Semester 1, Summer School - Main and Semester 2
Prerequisites FINC2011
Prohibitions FINC3007
Assumed Knowledge FINC2012, or a Credit or greater in FINC2011
Additional Information Students who achieved less than a credit in FINC2011 are advised not to attempt FINC3017 until they have completed FINC2012.
Lectures 1x 2h lecture and 1x 1hr tutorial per week
Assessment report 1 (16.67%), essay (16.67%), report 2 (16.67%), final exam (50%)
Description This unit is designed to provide a comprehensive analytical approach to the modern theory of investments. Topics covered include: mean-variance analysis; Markowitz type portfolio analysis; portfolio construction; asset pricing theories; market efficiency and anomalies; hedge funds and investment fund performance evaluation. Although analytical aspects of investments theory are stressed, there is also an equal amount of coverage on the practical aspects of portfolio management. Current research on investments is emphasised in the course.