Note: This is an archived Handbook entry from 2014.
|Dates & Locations:|| |
This subject is not offered in 2014.
|Time Commitment:||Contact Hours: Three hours of lectures and seminars per week |
Total Time Commitment: Not available
Admission into BH-COM and
Study Period Commencement:
Semester 1, Semester 2
|Recommended Background Knowledge:|| |
Please refer to Prerequisites and Corequisites.
|Non Allowed Subjects:|| |
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
This subject examines the principles and techniques of portfolio choice and asset pricing with particular emphasis on the latest research. Topics may include factor pricing models, performance evaluation, event studies, consumption-based asset pricing, dynamic portfolio choice, and behavioural finance.
On successful completion of this subject students should be able to:
A 3-hour end-of-semester examination (70%), and two assignments of not more than 1500 words (15%) each, with the first assignment due by the end of week 5 of semester, and the second assignment due by the end of week 10 of semester.
|Prescribed Texts:|| |
You will be advised of prescribed texts by your lecturer.
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
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