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)

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
Preparatory	1 x 1 week
Seminar	3 hours x 10 weeks
EXTERNAL, CITY WEST, ONLINE
External	30 hours x N/A
INTERNAL, CITY WEST (INTENSIVE)
Seminar	30 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, Continuous assessment

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:
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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.