Security Analysis and Portfolio Management
Subject notes for QUT EFN415
Description
Detailed lecture summaries of all lecture content throughout semester. Covers all class material including portfolio return and risk analysis, portfolio diversification, different asset pricing models for portfolio analysis including SIM, CAPM, Zero-Beta CAPM, Fama-French, APT, DDM, FCFF, and FCFE analysis. models. Also covers literature-based testing of models, bond analysis and duration, allocation strategies, risk-adjusted performance measures, performance appraisal, options pricing and calculations including Black-Scholes Option Model and Put-Call Parity, overview of futures and forwards and relevant markets. Also provides overview of the role and activities of hedge funds.
QUT
Semester 1, 2016
42 pages
10,906 words
$14.00
5