Courses / Module

• Estimate expected returns and risk for individual assets and portfolios of individual assets.
• Illustrate the difference between the minimum variance frontier and the efficient frontier.
• Distinguish between systematic and unsystematic risk.
• Explain the relevance of utility theory in portfolio selection.
• Explain the concepts of absolute and relative risk aversion.
• Develop algebraically, expressions for expected return, variance of return, and covariance amongst returns using the Single Index Model.
• Solve for the optimal portfolio using the Markowitz Method.
• Explain the principles of portfolio diversification/international portfolio diversification.

• 24 lecture hours, 3 tutorial hours, 13 assignment hours, 40 private study hours

• Module Graded (numeric value) or Ungraded (Pass/Not Passed): Graded
• Continuous Assessment detail(s): Up to 20% of total marks may be awarded for Continuous Assessment.

• Pass standard: 40%
• Could the result of this module be capped? No
• 40%.
• Penalties: No late assignment will be graded. Please consult the relevant year handbook for details of deadlines and penalties.

• One-and-a-half-hour written examination. Continuous assessment mark will be carried forward.
• University scheduled written examination (Autumn): 90 minutes

• FN205, EC205 and EC206 or equivalent.

For a full timetable search, go to NUIM Timetable. Venue locations can be found here.