Area: | School of Economics and Finance |
Credits: | 50.0 |
Contact Hours: | 3.0 |
Seminar: | 1 x 3 Hours Weekly |
Syllabus: | Built upon the foundation provided in Portfolio Management 301. Three main topics covered are - asset price modelling, portfolio theory and measurement, and market microstructure. |
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Unit Outcomes: | On successful completion of this unit students will have developed a fundamental understanding of both the theory and empirical analysis of asset price modelling, market efficiency, asset allocation, and market microstructure by studying current researchissues in these areas. Developed academic research, writing, presentation and discussion skills by actively using them. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
Unit References: | Pagan, A. (1996). The Econometrics of Financial Markets: Journal of Empirical Finance. Maddala, G.S. (1992). Introduction to Econometrics. 2nd ed. Macmillan Publishing Company. Elton, E.J. and Gruber, M.J. (1991). Modern Portfolio Theory and Investment Analysis. 4th ed. John Wiley and Sons. Copeland T.E. and Weston, J.F. Financial Theory and Corporate Policy. 3rd ed. Addison-Wesley Publishing Company. |
Unit Texts: | Campbell, J.Y., Lo, A.W. and Mackinlay, A.C. (1997). The Econometrics of Financial Markets. 1st ed. Princeton University Press. O'Hara, M. (1995). Market Microstructure Theory. 1st ed. Blackwell Publishers. |
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Unit Assessment Breakdown: | Assignments 30%. Examination 45%. Paper Presentation 15%. Tutorial 10%. This is by grade/mark assessment. |
Field of Education: | 81105 Investment and Securities | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Fully Online | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 2 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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