12751 (v.3) Finance (Portfolio Management) 571

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Area:	School of Economics and Finance
Credits:	25.0
Contact Hours:	3.0
Lecture:	1 x 2 Hours Weekly
Tutorial:	1 x 1 Hours Weekly
Prerequisite(s):	11948 (v.2) Finance (Managerial) 512 or any previous version
Syllabus:	Essentials of investment, security analysis and portfolio selection, mean variance criterion and portfolio selection, tracing the efficient frontier, single index model, capital asset pricing model, use of options and futures in portfolio management, fixed income security analysis and portfolio management, portfolio performance measures.
Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information.
Unit References:	No prescribed references
Unit Texts:	Farrell, J.L. (1999). Portfolio Management: Theory and Application. (second edition). Singapore, McGraw Hill.
Unit Assessment Breakdown:	Group Assignment 40%, Oral Presentation 10%, Online Participation 10%, Final Examination 40%. This is done by grade/mark assessment.
Year Location Period Internal Area External Central External 2004 Bentley Campus Semester 1 Y   Y 2004 Bentley Campus Semester 2 Y   Y 2004 Bentley Campus Summer Period Y