BU5526 - Portfolio Analysis

Credit Points: 15

Course Co-ordinator: Professor Angela Black

Pre-requisite(s): None

Co-requisite(s): None

This course examines theories and issues relevant to portfolio analysis. Themes include: risk and return; investment motives; the application of modern portfolio theory (including the Capital Asset Pricing Model); information and market efficiency; portfolio analysis and asset pricing; bonds and equities; real estate and derivative markets.

Twelve two-hour lectures plus 5 two-hour tutorials

1 two hour written examination (80%); continuous assessment (20%) comprising of one class test