Investments

Course aim

The aim of this course is to introduce students to the fundamental principles of investments, risk reduction, portfolio construction and management.

Course content

The investment environment; measuring risk and return; asset pricing models; the efficient markets hypothesis; portfolio risk and diversification; Markowitz portfolio theory; portfolio construction and management; applications of linear regression.

Textbook(s)

Z. Bodie; M. Ariff; R. da Silva Rosa; A. Kane and A.J. Marcus 2007, Investments, McGraw Hill, Australia

Prerequisite(s)

Assumed knowledge for this course is a thorough knowledge of basic statistical methods which can be accessed through the course MATH 1036 Statistical Methods.

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, CITY WEST
Lecture	3 hours x 13 weeks
Tutorial	1 hour x 12 weeks
Directed Study (Meetings and activities as agreed with Course Coordinator)	n/a x 13 weeks

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

Assessment

Assignment 1, Assignment 2, Final examination

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.