School Of BusinessPortfolio ManagementWestern Sydney University Unit Code: 200078.2
Discipline: ECONOMICS
Student Contribution Band: 3
Level: 3
Credit Points: 10
Co ordinator
Sean Toohey
Assumed Knowledge
200057 - Investment Management
Teaching Periods
Nothing on offer.
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About this UnitThis unit covers the contemporary theory of portfolio analysis and management. Topics include: risk and diversification; the two and n security case; the Markowitz efficient frontier; investor indifference curves and optimal portfolios; CML and optimal portfolios; beta, SML and the discount rate re-visited; Sharpe single index model and APT asset allocation; investments to the portfolio and portfolio strategies; measuring portfolio performance and security selection decisions; active portfolio management; international diversification; process of portfolio management; and risk management and hedging.
Courses2559.1 | Bachelor of Business (Applied Finance)/Bachelor of Laws | CONTINUING |
2739.2 | Bachelor of Business and Commerce | CONTINUING |
2739.5 | Bachelor of Business and Commerce | CONTINUING |
2740.2 | Bachelor of Business and Commerce/Bachelor of Laws | CONTINUING |
2740.4 | Bachelor of Business and Commerce/Bachelor of Laws | CONTINUING |
2740.5 | Bachelor of Business and Commerce/Bachelor of Laws | CONTINUING |
2740.6 | Bachelor of Business and Commerce/Bachelor of Laws | CONTINUING |
2753.1 | Bachelor of Business and Commerce | CONTINUING |
2753.2 | Bachelor of Business and Commerce | CONTINUING |
Specialisations