Hone your finance specialisation with the essential theories of portfolio management. Strategise around investments and risk management. Evaluate portfolio performance. Be relevant with up to date knowledge of current developments and controversies.
Your upfront cost: $0
- 30 Aug 2021
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At the completion of this subject students will be able to:
- apply the concepts of mean variance analysis and Portfolio Theory to select an optimal investment portfolio
- analyse different characteristics of mutual funds and hedge funds, their fee-structures and their major performance evaluation methods
- explain and apply techniques for diversifying risk and managing portfolio risk
- analyse the importance of liquidity in asset pricing, and have a preliminary understanding of high-frequency trading and market micro-structure
- evaluate the performance of an investment portfolio.
- Introduction & Securities Markets Risk & Return Measurement Optimal Asset Allocation Capital Market Equilibrium Liquidity and Market Micro-structure Portfolio Performance Evaluation Mutual Funds Alternative Assets and Hedge Funds EMH and Behavioural Finance Cryptocurrencies
You must have successfully completed the following subject(s) before starting this subject:
No special requirements
his unit covers the essential theories and their application to the practice of security analysis and portfolio management. Concepts discussed include mean-variance analysis, portfolio optimisation, asset pricing theory, market efficiency, mutual funds, hedge funds, liquidity and asset pricing, market microstructure, portfolio risk management, and cryptocurrencies. Students will also be provided with an awareness of the on-going developments, and controversies in this area of Finance.
Please Note: If it’s your first time studying a Curtin University subject you’ll need to complete their compulsory ‘Academic Integrity Program’. It only takes two hours to complete online, and provides you with vital information about studying with Curtin University. The Academic Integrity Program is compulsory, so if it’s not completed your subject grades will be withheld.
Find out more about the Academic Integrity module.
- Trading Game Group Assignment (50%)
- Portfolio Investment Case Study (50%)
Current study term: 29 Aug 21 to 28 Nov 21
Check the learning management system (LMS) of your university for textbook details.