Advanced Investment Management

Course Level Postgraduate

Year

Area/Catalogue
BANK 5030

Course Level
Postgraduate

Offered Externally
Yes

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

Course ID
155810

Unit Value
4.5

University-wide elective course
No

Course owner
School of Commerce

Future Student Enquiry Current UniSA Student Enquiry

Course aim

To provide students with knowledge and understanding of techniques of selection, optimisation and performance evaluation of a portfolio

Course content

Portfolio analysis; mean-variance framework; variance-covariance matrix; optimum portfolio; international diversification; modelling portfolio; portfolio theory; performance evaluation

Textbook(s)

Elton, EJ, Gruber, MJ, Brown, SJ & Goetsmann, WN 2014, Modern portfolio theory and investment analysis, 9th edn, John Wiley & Sons, USA

Prerequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number	Course Name
BANK 5013	Investment Management

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, CITY WEST
Seminar	3 hours x 13 weeks
EXTERNAL, CITY WEST, ONLINE
External	3 hours equiv x 13 weeks
INTERNAL, CITY WEST (INTENSIVE)
Seminar	39 hours x N/A

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

Assessment

Assignment, Examination, Portfolio Modelling

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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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.