25906 Portfolio Theory and Investment Analysis (Advanced)

6cp
Requisite(s): (35102 Mathematics 2 AND (25300 Fundamentals of Business Finance OR 253000 Fundamentals of Business Finance))
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.
Undergraduate

This subject introduces the theory and practice of modern portfolio theory and its application to investment analysis at a technically advanced level. The subject introduces the foundations of investment decision making under certainty and uncertainty, utility theory and portfolio selection via the mean-variance approach. The capital asset pricing model and the arbitrage-pricing model are also developed. The empirical testing of these equilibrium pricing models is discussed.

Typical availability

Spring semester, City campus

Fee information

2006 contribution for 2005/06 commencing Commonwealth-supported undergraduate students: $872.38
2006 amount for undergraduate domestic fee-paying students: $2,220.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2006 for 2005/06 commencing Commonwealth-supported and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported undergraduate students should consult the Student contribution charges for Commonwealth supported students webpage.
Not all students are eligible for Commonwealth supported places, and not all subjects are available to Commonwealth supported students. Other students (such as postgraduate students and international students) should refer to the Fees webpage.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.