Portfolio Theory and its Applications (FINC6009)


This unit covers several aspects of modern/post modern portfolio theory.An introduction to mathematical optimisation techniques in the presence of uncertainty is covered and results from modern portfolio theory to the Capital Asset Pricing Model derived. The unit also examines other popular models such as the Arbitrage Pricing Theory and Black-Litterman Model and concludes with some topical examples from industry. There is a degree of mathematical sophistication associated with this unit and consequently students should be comfortable with a mathematical approach. However, the required mathematical tools are covered in the unit.

Our courses that offer this unit of study

Further unit of study information


1x 3hr seminar per week


mid semester exam (20%), individual assignment (15%), group assignment (15%), final exam (50%)

Faculty/department permission required?


Unit of study rules

Prerequisites and assumed knowledge

FINC5001 or FINC5002 or FINC6000

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.