Course Details
Country:
Australia
Institution:
University of New South Wales
Course Title:
Portfolio Management
Course Number:
FINS2624
Course Description:
All investors – from the largest wealth funds to the smallest individual investors – face common concerns in investing: how to decide where to invest, and how much risk to take on. This course will serve as a primer in learning how to think about and address these investment questions. You will acquire the theoretical knowledge underlying optimal portfolio construction (Markowitz portfolio theory and Capital Asset Pricing Model (CAPM)) and how to measure and price risk and exploit mispriced securities. You will learn the practical skills necessary to apply this theoretical knowledge to construct optimal portfolios in iLabs. You will also learn about investment strategies and performance evaluation and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis, and apply them to evaluate different investment strategies. The course will also cover the basic analytical framework necessary to understand the
Language:
English
Approved Equivalent:
FNAN 411
Course URL:
https://www.coursearchive.unsw.edu.au/documents/precool/FINS2624_Portfolio_Management_S22017.pdf
Attachment Files:
