| Portfolio Theory and its Applications | |
|---|---|
| UoS Code | FINC6009 |
| Credit points | 6 |
| Offered | Semester 2 |
| Prerequisites | FINC5001 or FINC5002 or FINC6000 |
| Corequisites | |
| Prohibitions | |
| Assumed Knowledge | |
| Additional Information | |
| Lectures | 3 hrs per week |
| Assessment | Mid semester 25%; PME report 25%; Final examination 50% |
| Description | This unit is an introduction to mathematical optimisation techniques in the presence of uncertainty. Utility-independent approaches to the modelling of risk and return, proceeding to Markowitz, Capital Asset Pricing and Arbitrage Pricing Models. |
- Timetables
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For timetabling information for units of study please refer to the Faculty timetable page.
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