Handbook

There is a more recent version of this academic item available.

Overview

All investors – from the largest wealth funds to the smallest individual investors – face common concerns in investing: how to decide where to invest, and how much risk to take on. This course will serve as a primer in learning how to think about and address these investment questions. You will acquire the theoretical knowledge underlying optimal portfolio construction (Markowitz portfolio theory and Capital Asset Pricing Model (CAPM)) and how to measure and price risk and exploit mispriced securities. You will learn the practical skills necessary to apply this theoretical knowledge to construct optimal portfolios in iLabs.

You will also learn about investment strategies and performance evaluation and discuss best practices in portfolio performance evaluation. You will explore different evaluation techniques such as style analysis and attribution analysis, and apply them to evaluate different investment strategies.

The course will also cover the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics (introducing fundamental concepts such as duration, yield, and term structure).

Conditions for Enrolment

Prerequisite: FINS2618 OR FINS1612

Delivery

In-person - Standard (usually weekly or fortnightly)

Multimodal -

Please note that the above delivery information is an indication on how this course may be delivered within the year. Delivery mode(s) for each term can be viewed on other sources such as myUNSW and class timetable site.

This Handbook is a comprehensive catalogue of our offerings and includes courses that can be taken to satisfy program requirements irrespective as to their availability for a particular year. Availability of courses is best checked using filters on this site or on the class timetable site.

Course Outline

To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):

Fees

Type	Amount
Commonwealth Supported Students (if applicable)	$1893
Domestic Students	$5970
International Students	$5970

Disclaimer

Where a fee is displayed as “Not Applicable”, including some Work Experience and UNSW Canberra courses, please contact the relevant Faculty for any enquiry.

Note that the University reserves the right to vary student fees in line with relevant legislation. The fee information is provided as a guide and more specific information about fees, including policy, can be found here.

Commonwealth Supported Students:

Please refer to the information about new Student Contribution band classifications. Note that grandfathering arrangements are applicable for some cohorts of students, and other special arrangements apply for a limited number of programs. The Field of Education displayed on the right-hand side of this page may be applicable in understanding which fee rate will apply to you.

Where a Commonwealth Supported fee is displayed it does not guarantee that such places are available.

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)

Faculty
Faculty: The primary academic unit in which related disciplines of teaching and research are conducted.

School
School: The academic unit responsible for teaching in disciplines or subject areas (school is part of a faculty).

Study Level
Study Level refers to the academic level of a program, specialisation or course.

Undergraduate

Offering Terms
Depending on the Academic Calendar type, an offering term generally refers to an academic teaching period of between 8-13 weeks in duration.

Term 1, Term 2, Term 3

Campus

Sydney

Academic Calendar

Field of Education

081105 Investment and Securities

Portfolio Management

FINS2624

6 Units of Credit