Course overview
The aim of this course is to provide students with knowledge and understanding of portfolio management techniques and advanced investment strategies, and to enable students to follow academic literature on return predictability, asset pricing theories and investment strategies. Portfolio theory and optimisation; portfolio performance evaluation; asset pricing; international diversification; investment strategies; academic literature on return predictability and investment strategies.
Course learning outcomes
- Develop understanding of portfolio analysis and the theory underpinning it.
- Apply portfolio optimisation techniques.
- Develop understanding of investment strategies.
- Analyse scientific literature on advanced investment strategies.
- Evaluate the performance of a portfolio using different metrics.
- Develop UniSA Business Enterprise Skills in the context of the Finance discipline: i) Problem Solving (advanced level); ii) Written Communication (advanced level); and iii) International Perspective (advanced level).