Semester 1, 2017

FINC3017 IPM Notes

42 pages

8,810 words



These notes cover all lecture and reading material required for the unit, highlighting the areas that are important for mid-sem and final exams.

Topics include:
Lecture 1: Introduction
Lecture 2: Investment Decisions Under Uncertainty
Lecture 3: Optimal Portfolios
Lecture 4: Single Index Model
Lecture 5: Capital Asset Pricing Model
Lecture 6: Asset Pricing Models
Lecture 7: Market Efficiency I
Lecture 8: Market Efficiency II
Lecture 9: Investment Style and “Smart Beta”
Lecture 10: Performance Evaluation
Lecture 11: Hedge Funds
Lecture 12: Illiquid Assets




USYD, Camperdown/Darlington

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August 2018