Courses / Module

• The aim of the course is to provide a rigorous theoretical background to portfolio selection and asset pricing models.
• Contrast the different methods used to choose among risky prospects.
• Derive the efficient frontier and efficient portfolio.
• Assess the importance of market completeness.
• Compare the different asset pricing models.
• Explain the relationship between risk aversion and investment decisions.
• Distinguish between a Pareto Optimal allocation and an equilibrium.

• Module Graded (numeric value) or Ungraded (Pass/Not Passed): Graded

• Pass standard: 40%
• Could the result of this module be capped? No
• 40%
• Penalties: No late assignment will be graded.

• Are supplemental/resit registrations permitted? Yes
• Is Supplemental Continuous Assessment registration permitted? No
• Is Supplemental Continuous Assessment capped? No

• None

• None

This timetable is not currently available, please contact the Economics,finance & Accounting Department.