Finance Theory - Investments (FNCE90041)
Graduate courseworkPoints: 12.5On Campus (Parkville)
Overview
| Availability | Semester 1 |
|---|---|
| Fees | Look up fees |
This subject provides an overview of capital market theory and evidence. We will cover dynamic models of optimal portfolio choice and equilibrium asset pricing. Topics include current research in both theoretical and empirical studies.
Intended learning outcomes
On completion of this subject, students should be able to:
- Understand the debate around return predictability
- Identify intertemporal hedging demands
- Estimate optimal dynamic portfolio weights
- Evaluate the performance of dynamic portfolio strategies
- Understand models of aggregate equilibrium asset pricing
- Understand major models of cross-sectional asset pricing
- Conduct empirical research on asset pricing models.
Generic skills
On successful completion of this subject, students should have improved the following generic skills:
- Oral communication
- Written communication
- Problem solving
- Statistical reasoning
- Application of theory to practice
- Interpretation & analysis
- Critical thinking
- Synthesis of data and other information
- Evaluation of data and other information
- Using computer software
- Accessing data and other information from a range of sources
Last updated: 11 April 2025