Here are my notes I used for investments last semester. I made a few of my own diagrams to help me understand the content

Topics covered:
Week 1: Modelling risk and return, portfolio theory
Week 2: Optimal Portfolio Choice
Week 3: the CAPM
Week 4: Single index models
Week 5: Multifactor models and arbitrage pricing theory (APT)
Week 6: Portfolio performance evaluation
Week 8: Fixed income valuation
Week 9: Fixed coupon bonds
Week 10: The term structure of interest rates
Week 11: Managing fixed income portfolios
Week 12: Floaters and interest rate swaps


Semester 2, 2018

37 pages

11,877 words



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UniMelb, Parkville

Member since

March 2016