2014 Unit of Study
The session(s) below are for 2014. For Summer School 2014 unit of study availability please visit the Summer School website (main Summer session January/February 2014).
The University of Sydney session calendar shows exact dates for sessions.
|Investments and Portfolio Management|
|Offered||Semester 1, Summer School - December and Semester 2|
|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||2 x reports (15% each), essay (15%) and final exam (55%)|
|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.|