Information on this page, including unit offerings, is from the 2020 academic year.
Investment Analysis (BUS311)
|Description||The main objective of this unit is to examine the return-risk profile of an individual security and the construction of optimal investment portfolios. The unit will examine the mean-variance portfolio theory, simplification to the portfolio selection process, efficient market hypothesis, capital asset pricing model, and empirical tests of equilibrium models. In addition, arbitrage pricing models, technical analysis and portfolio performance will be examined.|
|Unit Learning Outcomes||Upon successful completion of this unit students will be able to:
LO1: Critically evaluate the features and uses of the major derivative instruments;
LO2: Value major derivative instruments
LO3: Demonstrate an advanced understanding of how hedged positions are established and maintained;
LO4: Compare the features of exotic derivative instruments with traditional derivatives.
LO5: Communicate clear and coherent expositions of knowledge, ideas and evidence, both orally and in writing.
|Timetabled Learning Activities||Lectures: 2 hours per week; tutorials: 1 hour per week.|
|Unit Learning Experiences||Integration of lectures, tutorials, group work and self-directed learning to develop quantitative skills and apply this knowledge to practical and current issues in an investment context.
Mid-term test: 30%
Group Assignment: 15%
Final exam: 45%
|Prerequisites||BUS224/BUS286 Corporate Finance.|
|Internet Access Requirements||Murdoch units normally include an online component comprising materials, discussions, lecture recordings and assessment activities. All students, regardless of their location or mode of study, need to have access to and be able to use computing devices with browsing capability and a connection to the Internet via Broadband (Cable, ADSL or Mobile) or Wireless. The Internet connection should be readily available and allow large amounts of data to be streamed or downloaded (approximately 100MB per lecture recording). Students also need to be able to enter into online discussions and submit assignments online.|
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