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Unit of study_

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.

Classes
1x 3hr seminar per week

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

Pre-requisites

FINC5001 or FINC5002 or FINC6000, FINC5001 or FINC6000

Details

Faculty: Business (Business School)

Semester 2

05 Aug 2019

Department/School: Finance
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Aug 2019
Unit of study level: Postgraduate
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

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