Investment Management - MGSM836
This unit is subject to a quota. Limited places are available. Please refer to the Faculty for further information
This unit develops a conceptual framework in the understanding of modern investments. MBA students learn about the investment industry, the risk-return relation, asset allocation between risky and risk-free assets, how optimal portfolios are constructed and why they are constructed the way they are. The unit also provides insights in terms of models that explain the cross-section of stock returns, articulating and considering the market efficiency debate, differences between behavioural finance and rational expectations, bond portfolio management, and portfolio insurance techniques (i.e. hedging with derivatives). The unit concludes by examining portfolio performance measurement as the final step in the investment process.
| Credit Points: | 4 |
| When Offered: | Term 1 North Ryde - January to March Term 3 North Ryde - June to September Term 4 Hong Kong - Offshore students only |
| Staff Contact(s): | studentservices@mgsm.edu.au |
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| Assessed As: | Graded |
| Offered By: | Macquarie Graduate School of Management |
Course structures, including unit offerings, are subject to change.
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