- Introduction, Securities markets
- Portfolio theory - Risk and return measurement
- Portfolio theory - Efficient diversification
- Capital market theory
- Efficiency of securities markets, Bond Prices and Yields
- Interest rate risk and bond portfolio management
- Security analysis and stock valuation models
- Options and options applications in portfolio management
- Futures markets applications in portfolio management
- Portfolio performance evaluation
You must have successfully completed the following subject(s) before starting this subject:
No special requirements
This subject 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, security analysis, fixed income portfolio management, portfolio risk management using derivatives and portfolio performance evaluation techniques. 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.
- Assignment (20%)
- Invigilated Exam (45%)
- Mid-study period test (35%)