Investments and Portfolio Management (FINC3017)

UNIT OF STUDY

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.

Our courses that offer this unit of study

Further unit of study information

Classes

1x 2h lecture and 1x 1hr tutorial per week

Assessment

2 x reports (15% each), essay (15%) and final exam (55%)

Faculty/department permission required?

No

Unit of study rules

Prerequisites and assumed knowledge

FINC2011

Prohibitions

FINC3007

Study this unit outside a degree

Non-award/non-degree study

If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.

Cross-institutional study

If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.