University of Technology, Sydney

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25834 Portfolio Analysis

Requisite(s): 25854 Statistical Methods for Quantitative Finance AND 25832 Financial Markets Instruments
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.



This subject introduces students to the theory and practice of modern portfolio theory, surveys relevant aspects of capital markets, foundations of investment decision-making, portfolio selection via the mean-variance approach, and theory and empirical tests of equilibrium pricing models. It assists students to understand the theory and principles underlying modern portfolio theory, and develops skills to apply theories to investment decisions.

Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.