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Area/Catalogue
BANK 3004

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Course Level
Undergraduate

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Offered Externally
Yes

Note: This offering may or may not be scheduled in every study period. Please refer to the timetable for further details.

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Course ID
011944

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Unit Value
4.5

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University-wide elective course
Yes

Course owner

Course owner
UniSA Business

Course aim

To consider the principles of modern portfolio theory and its applications to the technical and practical aspects of portfolio design.

Course content

Introduction to investment management and analysis: quantitative techniques in investment management, mean-variance and portfolio optimisation; portfolio theory: modern portfolio theory (MPT), capital asset pricing model (CAPM), index models, arbitrage pricing theory (APT), empirical evidence and market efficiency; asset markets: bonds, equities, derivatives – security analysis, interest rate risk, valuation; investment strategies: portfolio construction and management strategies, the asset allocation process; portfolio management: active versus passive investment strategies, market timing, security and asset class selection, evaluating portfolio performance; equity security analysis and fundamental valuation; the measurement and management of interest rate risk for bond portfolios; the pricing and use of derivative securities; implications of modern portfolio theory: an examination of the models for the relationship of risk and return as well as portfolio performance evaluation.

Textbook(s)

Bodie, Z, Kane, A & Marcus, AJ 2021, Essentials of investments, 12th edn, McGraw-Hill Education, ISBN: 9781265450090

Prerequisite(s)

Subject Area & Catalogue Number Course Name
Group 2
DBRF - Bachelor of Business (Financial Planning)
BANK 1005 Financial Markets and Institutions
BANK 2008 Introduction to Financial Planning
Group 1
DBIB - Bachelor of Business (Economics, Finance and Trade)
ECON 2010 Economic Analysis of Business Decisions
BANK 2007 Business Finance
Group 3
All other programs
BANK 1005 Financial Markets and Institutions
BANK 2007 Business Finance

The pre-requisite BANK 1005 Financial Markets and Institutions was previously called Derivatives and Securities Markets.

Corequisite(s)

Nil

Teaching method

Component Duration
INTERNAL, CITY WEST
Preparatory 1 x 1 week
Lecture 2 hours x 10 weeks
Lecture (Virtual) 2 hours x 10 weeks
Tutorial 1.5 hours x 8 weeks
Computer Practical (Trading Lab) 1.5 hours x 2 weeks
EXTERNAL, CITY WEST, ONLINE
External 35 hours x NA
INTERNAL, CITY WEST (INTENSIVE)
Lecture 20 hours x N/A
Lecture (Virtual ) 20 hours x NA
Tutorial 15 hours x N/A
INTERNAL, OFFSHORE, TAYLOR'S BUSINESS SCHOOL
Workshop 35 hours x NA

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.


Assessment

Examination, Project, Report

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 4C)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
How to determine your Commonwealth Supported course fee. (Opens new window)

Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
How to determine the relevant non award tuition fee. (Opens new window)

Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.

* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.

Course Coordinators

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