goto UNSW  home page  
Contacts Library myUNSW WebCT
 Portfolio Management - FINS2624
 Science students
Campus: Kensington Campus
Career: Undergraduate
Units of Credit: 6
EFTSL: 0.125 (more info)
Contact Hours per Week: 3
Enrolment Requirements:
Prerequisite: FINS1613
Fee Band: 2 (more info)
Further Information: See Class Timetable


Modern investment theories are introduced with an equal emphasis on theory and practice. The Markowitz model, capital asset pricing model, and single index model are studied and applied to design portfolios, price and manage risks, evaluate performance, identify mispriced assets, and estimate asset betas. The pricing of stocks, bonds, options, and futures; the impact of tax on the choice of bonds; the theories of the term structure; the duration concept; and the strategic use of options and futures for hedging and investment are also studied. Spreadsheet applications to securities pricing and investment theories are introduced to put theories into practice.

URL for this page:

© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.