Useful links
Unit of study_
FINC6009: Portfolio Theory and its Applications
This unit covers several aspects of modern/post-modern portfolio theory. An introduction to mathematical optimisation techniques in the presence of uncertainty is covered and results from modern portfolio theory to the Capital Asset Pricing Model derived. The unit also examines other popular models such as the Arbitrage Pricing Theory and Black-Litterman Model and concludes with some topical examples from industry. There is a degree of mathematical sophistication associated with this unit and consequently, students should be comfortable with a mathematical approach. However, the required mathematical tools are covered in the unit.
| Code | FINC6009 |
|---|---|
| Academic unit | Finance |
| Credit points | 6 |
|
Prerequisites:
?
|
FINC5001 or FINC6000 |
|---|---|
|
Corequisites:
?
|
None |
| Prohibitions:
?
|
None |
At the completion of this unit, you should be able to:
- LO1. describe portfolio and investment problems in a mathematical context to enable an advanced approach to portfolio construction.
- LO2. provide a detailed explanation of the mathematical and economic principles of risk and return and demonstrate how that relates to portfolio theory.
- LO3. apply the principles of portfolio theory to solve practical investment problems utilising EXCEL and/or other software packages
- LO4. contrast different approaches to portfolio theory and explain the strengths and weaknesses of the various models covered.
Unit outlines
Unit outlines will be available 2 weeks before the first day of teaching for the relevant session.
- Semester 2, 2023 [Normal day] - Camperdown/Darlington, Sydney
- Key dates
Key dates through the academic year, including teaching periods, census, payment deadlines and exams.
- Student administration
Enrolment, course planning, fees, graduation, support services, student IT
- Expectations of student conduct
Code of Conduct for Students, Conditions of Enrollment, University Privacy Statement, Academic Integrity
- Academic appeals
Academic appeals process, special consideration, rules and guidelines, advice and support
- Learning and teaching policy
Policy register, policy search
- Financial support
Scholarships, interest free loans, bursaries, money management
- Study resources
Learning Centre, faculty and school programs, Library, online resources
- Health and support
Student Centre, counselling & psychological services, University Health Service, general health and wellbeing
