Advanced Investment Management

Course aim

To provide students with knowledge and understanding of portfolio management techniques and advanced investment strategies. To enable students to follow academic literature on return predictability, asset pricing theories and investment strategies.

Course content

Portfolio theory and optimisation; portfolio performance evaluation; asset pricing; international diversification; investment strategies; academic literature on return predictability and investment strategies.

Textbook(s)

Bodie, Z, Kane, A & Marcus, A 2020, Investments, 12th edn, McGraw Hill

Prerequisite(s)

Corequisite(s)

Nil

Teaching method

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

Assessment

Assignment, Continuous assessment, Examination

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:
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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.