School Of Business

Portfolio ManagementWestern Sydney University Unit Code: 200078.2

Discipline: ECONOMICS

Student Contribution Band: 3

Level: 3

Credit Points: 10

Assumed Knowledge
200057 - Investment Management

About this Unit
This 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.

2739.2Bachelor of Business and CommerceCONTINUING
2739.5Bachelor of Business and CommerceCONTINUING
2740.4Bachelor of Business and Commerce/Bachelor of LawsCONTINUING
2740.5Bachelor of Business and Commerce/Bachelor of LawsCONTINUING
2740.6Bachelor of Business and Commerce/Bachelor of LawsCONTINUING
2753.1Bachelor of Business and CommerceCONTINUING
2753.2Bachelor of Business and CommerceCONTINUING


KT2002.1Applied FinanceCONTINUING
KT2004.1Economics and FinanceCONTINUING
KT2006.1Financial MathematicsCONTINUING
MT2001.1Applied FinanceCONTINUING

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