STATISTICS FOR BUSINESS AND FINANCE

BUS5SBF

2020

Credit points: 15

Subject outline

In this subject you will develop basic to advanced quantitative and data analytic skills to investigate real life problems in accounting, business and finance. You will focus on volatility measure of portfolio risk return distributions, basic concepts of probability and statistics, methods of statistical inference, measure of linear relationship between various business and financial variables including regression analysis. There is a strong emphasis on the application of these techniques to real world problems in business and finance using MS-Excel (Optional-R language). This subject lays a solid foundation to the further study of advanced data analytics tools applied in business and finance. The contents of the subject are in line with 'Chartered Financial Analyst - CFA' quantitative analysis curriculum and hence follows CFA textbook.

SchoolLa Trobe Business School

Credit points15

Subject Co-ordinatorYuji Tamura

Available to Study Abroad/Exchange StudentsYes

Subject year levelYear Level 5 - Masters

Available as ElectiveYes

Learning ActivitiesN/A

Capstone subjectNo

Subject particulars

Subject rules

PrerequisitesN/A

Co-requisitesN/A

Incompatible subjectsFIN5SBF

Equivalent subjectsFIN5SBF

Quota Management StrategyN/A

Quota-conditions or rulesN/A

Special conditionsN/A

Minimum credit point requirementN/A

Assumed knowledgeN/A

Readings

Quantitive Investment Analysis

Resource TypeBook

Resource RequirementPrescribed

AuthorDeFusco, R, McLeavy,D., Pinto, J., Runkle,D.

Year2015

Edition/Volume3rd EDN

PublisherJOHN WILEY

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Weekly Workbooks

Resource TypeOther resource

Resource RequirementPrescribed

AuthorManzoor, M. and Bhatti, I

Year2018

Edition/VolumeN/A

PublisherLa Trobe Business School

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Quantitative Investment Analysis Workbook

Resource TypeBook

Resource RequirementPrereading

AuthorDeFusco, R, McLeavy,D., Pinto, J., Runkle,D.

Year2015

Edition/Volume3rd EDN

PublisherJOHN WILEY

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Business Statistics: Australia New Zealand

Resource TypeBook

Resource RequirementRecommended

AuthorSelvanathan, E. A., Selvanathan, S., and Keller, G.

Year2017

Edition/VolumeN/A

PublisherCengage AU

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Career Ready

Career-focusedNo

Work-based learningNo

Self sourced or Uni sourcedN/A

Entire subject or partial subjectN/A

Total hours/days requiredN/A

Location of WBL activity (region)N/A

WBL addtional requirementsN/A

Graduate capabilities & intended learning outcomes

Graduate Capabilities

COMMUNICATION - Communicating and Influencing
DISCIPLINE KNOWLEDGE AND SKILLS
INQUIRY AND ANALYSIS - Creativity and Innovation
INQUIRY AND ANALYSIS - Critical Thinking and Problem Solving
INQUIRY AND ANALYSIS - Research and Evidence-Based Inquiry

Intended Learning Outcomes

01. Apply and interpret concepts of descriptive statistics to real life data and interpretation of results
02. Apply probability theory in business and financial decision making
03. Use sampling methods to estimate and infer accounting, economics and financial models
04. Competency in estimating linear regression models and testing hypothesis
05. Ability to present work in a professional manner

Subject options

Select to view your study options…

Start date between: and    Key dates

Bendigo, 2020, Semester 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 13 - 22
One 2.00 h seminar every three weeks on weekdays during the day from week 13 to week 22 and delivered via face-to-face.

WorkShop Week: 13 - 22
One 2.00 h workshop per week on weekdays during the day from week 13 to week 22 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

Melbourne (Bundoora), 2020, Semester 1, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 10 - 20
One 2.00 h seminar every three weeks on weekdays during the day from week 10 to week 20 and delivered via face-to-face.
"This is a revision seminar highly recommended."

WorkShop Week: 10 - 22
One 2.00 h workshop per week on weekdays during the day from week 10 to week 22 and delivered via blended.
"This workshop/Computer Lab is strongly recommended."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

City Campus, 2020, Semester 1, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

Seminar Week: 10 - 20
One 2.00 h seminar every three weeks on weekdays during the day from week 10 to week 20 and delivered via face-to-face.
"This is a revision seminar highly recommended."

WorkShop Week: 10 - 22
One 2.00 h workshop per week on weekdays during the day from week 10 to week 22 and delivered via blended.
"This workshop/Computer Lab is strongly recommended."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

Bendigo, 2020, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 31 - 43
One 2.00 h seminar every three weeks on weekdays during the day from week 31 to week 43 and delivered via face-to-face.

WorkShop Week: 31 - 43
One 2.00 h workshop per week on weekdays during the day from week 31 to week 43 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

Melbourne (Bundoora), 2020, Semester 2, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 31 - 41
One 2.00 h seminar every three weeks on weekdays during the day from week 31 to week 41 and delivered via face-to-face.
"This is a revision seminar highly recommended."

WorkShop Week: 31 - 43
One 2.00 h workshop per week on weekdays during the day from week 31 to week 43 and delivered via blended.
"This workshop/Computer Lab is strongly recommended."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

City Campus, 2020, Semester 2, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 31 - 43
One 2.00 h seminar every three weeks on weekdays during the day from week 31 to week 43 and delivered via face-to-face.

WorkShop Week: 31 - 43
One 2.00 h workshop per week on weekdays during the day from week 31 to week 43 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

Melbourne (Bundoora), 2020, LTU Term 4, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 30 - 35
Two 2.00 h seminar every three weeks on weekdays during the day from week 30 to week 35 and delivered via blended.

WorkShop Week: 30 - 35
Two 2.00 h workshop per week on weekdays during the day from week 30 to week 35 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

City Campus, 2020, LTU Term 4, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 30 - 35
Two 2.00 h seminar every three weeks on weekdays during the day from week 30 to week 35 and delivered via blended.

WorkShop Week: 30 - 35
Two 2.00 h workshop per week on weekdays during the day from week 30 to week 35 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

Melbourne (Bundoora), 2020, LTU Term 6, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 45 - 50
Two 2.00 h seminar every three weeks on weekdays during the day from week 45 to week 50 and delivered via blended.

WorkShop Week: 45 - 50
Two 2.00 h workshop per week on weekdays during the day from week 45 to week 50 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

City Campus, 2020, LTU Term 6, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 45 - 50
Two 2.00 h seminar every three weeks on weekdays during the day from week 45 to week 50 and delivered via blended.

WorkShop Week: 45 - 50
Two 2.00 h workshop per week on weekdays during the day from week 45 to week 50 and delivered via blended.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5

On-Line, 2020, Online study period 2, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Unscheduled Online Class Week: 10 - 16
One 6.00 h unscheduled online class per week on any day including weekend from week 10 to week 16 and delivered via online.
"This subject is delivered entirely online. Students are required to undertake online learning and assessment activities."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Assignment 1: Computer-assisted assignment equivalent to 1500 wordsN/AN/AN/ANo30 SILO1, SILO2, SILO3
Assignment 2: Computer-assisted assignment using regression models equivalent to 1500 wordsN/AN/AN/ANo30 SILO3, SILO4, SILO5
Quiz 1 equivalent to 375-words. Week 3. Quiz is 50% of the blended version.N/AN/AN/ANo10 SILO1, SILO2
Quiz 2 equivalent to 375-words. Week 5. Quiz is 50% of the blended version.N/AN/AN/ANo10 SILO3, SILO4, SILO5
Quiz 3 equivalent to 750-words. Week 7N/AN/AN/ANo20 SILO3, SILO4, SILO5

On-Line, 2020, Online study period 6, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Unscheduled Online Class Week: 44 - 50
One 6.00 h unscheduled online class per week on any day including weekend from week 44 to week 50 and delivered via online.
"This subject is delivered entirely online. Students are required to undertake online learning and assessment activities."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Assignment 1: Computer-assisted assignment & Presentation equivalent to 1500 words. Week 3.N/AN/AN/ANo30 SILO1, SILO2, SILO3
Assignment 2: Computer-assisted assignment using regression models & Presentation equivalent to 1500 words. Week 6N/AN/AN/ANo30 SILO3, SILO4, SILO5
Quiz 1 equivalent to 375-words. Week 3. Quiz is 50% of the blended version.N/AN/AN/ANo10 SILO1, SILO2
Quiz 2 equivalent to 375-words. Week 5. Quiz is 50% of the blended version.N/AN/AN/ANo10 SILO3, SILO4, SILO5
Quiz 3 equivalent to 750-words. Week 7N/AN/AN/ANo20 SILO3, SILO4, SILO5

Sydney, 2020, Study period 1, Blended

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorYuji Tamura

Class requirements

Seminar Week: 10 - 20
One 2.00 h seminar every three weeks on weekdays during the day from week 10 to week 20 and delivered via face-to-face.
"This is a revision seminar highly recommended."

WorkShop Week: 10 - 22
One 2.00 h workshop per week on weekdays during the day from week 10 to week 22 and delivered via blended.
"This workshop/Computer Lab is strongly recommended."

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*
Online and/or in-class assessment tasks Equivalent to 500 wordsN/AN/AN/ANo10 SILO1, SILO2
Individual Assignment Equivalent to 2,000 words.N/AN/AN/ANo30 SILO1, SILO2, SILO3, SILO4, SILO5
Final Exam (2 hours) equivalent to 2000 wordsN/AN/AN/ANo50 SILO1, SILO2, SILO3, SILO4
1-hour Mid-Semester Exam Equivalent to 1,000 wordsN/AN/AN/ANo10 SILO1, SILO2, SILO3, SILO4, SILO5