Portfolio Theory and its Applications
FINC6009
This unit is an introduction to mathematical optimisation techniques in the presence of uncertainty. Utility-independent approaches to the modelling of risk and return, proceeding to Markowitz, Capital Asset Pricing and Arbitrage Pricing Models.
Unit of study details
Unit of study level: Postgraduate
Credit points: 6
Commencing semesters: 2
Further unit of study information
Unit of study handbook: FINC6009
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes