Course Details
Country:
Australia
Institution:
University of South Australia
Course Title:
BANK 3004
Course Number:
011944
Course Description:
Introduction to investment management and analysis: quantitative techniques in investment management; mean-variance and portfolio optimisation.
Portfolio theory: modern portfolio theory (MPT); capital asset pricing model (CAPM); index models; arbitrage pricing theory (APT); empirical evidence and market efficiency.
Asset markets: bonds; equities; derivatives – security analysis, interest rate risk, valuation.
Investment strategies: portfolio construction and management strategies; the asset allocation process.
Portfolio management: active versus passive investment strategies; market timing; security and asset class selection; evaluating portfolio performance.
Language:
English
Approved Equivalent:
Pending For Approval
Course URL:
https://study.unisa.edu.au/courses/011944
Attachment Files:
