FINA517-17B (HAM)

Investments, Portfolios and Financial Markets

15 Points

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Waikato Management School
Te Raupapa
Department of Finance

Staff

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Convenor(s)

Lecturer(s)

Administrator(s)

: denise.martin@waikato.ac.nz

Placement Coordinator(s)

Tutor(s)

Student Representative(s)

Lab Technician(s)

Librarian(s)

: clive.wilkinson@waikato.ac.nz

You can contact staff by:

  • Calling +64 7 838 4466 select option 1, then enter the extension.
  • Extensions starting with 4, 5 or 9 can also be direct dialled:
    • For extensions starting with 4: dial +64 7 838 extension.
    • For extensions starting with 5: dial +64 7 858 extension.
    • For extensions starting with 9: dial +64 7 837 extension.
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Paper Description

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This paper introduces fundamental concepts related to portfolio decisions of individual and institutional investors. Based on the concept of risk-return trade-off, it discusses the techniques and implications of asset pricing, efficient portfolio diversification and the allocation of assets among different securities. The fundamentals of major financial markets and basic time series analysis are introduced. For 517 students, they are also expected to understand how asset pricing models are derived and the process of portfolio management in practice.
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Paper Structure

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Main activities of this paper include:

1. Lectures

2. Tutorials

3. Individual assignments

4. Final exam

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Learning Outcomes

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Students who successfully complete the course should be able to:

  • 1. Explain an standard investment process and identify issues relating to this process. [LO1]
    Linked to the following assessments:
  • 2. Identify measure of risk and apply the principle of risk-return trade-off to analyze expected returns. [LO2]
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  • 3. Apply the theories of efficient portfolio diversification and optimal asset allocations into real business contexts. [LO3]
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  • 4. Illustrate the derivations of several asset pricing models and be able to employ them onto analysis with historical data. [LO4]
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  • 5. Explain the implications of market efficient hypothesis and be able to test different forms of efficiency for a market. [LO5]
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  • 6. Demonstrate the concepts and valuation models of securities markets such as bond and equity markets. [LO6]
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  • 7. Evaluate performance of investment portfolios for relatively complex situations. [LO7]
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  • 8. Identify time series type of data and apply the time series models to analyze data. [LO8]
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Assessment

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The internal assessment for this paper includes four individual assignments.
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Assessment Components

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The internal assessment/exam ratio (as stated in the University Calendar) is 1:1. There is no final exam. The final exam makes up 50% of the overall mark.

The internal assessment/exam ratio (as stated in the University Calendar) is 1:1 or 0:0, whichever is more favourable for the student. The final exam makes up either 50% or 0% of the overall mark.

Component DescriptionDue Date TimePercentage of overall markSubmission MethodCompulsory
1. Individual Assignment 1
18 Aug 2017
5:00 PM
15
  • Online: MyWeb
2. Individual Assignment 2
15 Sep 2017
5:00 PM
15
  • Online: MyWeb
3. Individual Assignment 3
6 Oct 2017
5:00 PM
10
  • Online: MyWeb
4. Individual assignment 4
13 Oct 2017
5:00 PM
10
  • Online: MyWeb
5. Exam
50
Assessment Total:     100    
Failing to complete a compulsory assessment component of a paper will result in an IC grade
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Required and Recommended Readings

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Required Readings

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Bodie, Kane, and Marcus, Essentials of Investments, 10th ed., McGraw-Hill Education, 2017.

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Recommended Readings

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Koop, G. (2013) Analysis of Economic Data, 4th Edition, John Wiley & Sons, Ltd
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Other Resources

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Please contact the Paper Convenor or Administrator for further details.
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Online Support

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All the available resources about this paper will be available in Myweb. The online resources may be updated if necessary.
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Workload

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There are 150 learning hours for this paper. They will be spent on the following activities:

Attend lectures and tutorials

Read teaching materials

Complete assignments

Prepare for and sit the final exam

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Linkages to Other Papers

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Note any linkages to other papers where the linkage is of importance.
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Prerequisite(s)

ECON204 and FINA201 or equivalent

Corequisite(s)

Equivalent(s)

Restriction(s)

FINA312

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