Portfolio Theory
Portfolio Theory
This course is designed to cover the theories and the empirical research of portfolio evaluation and management. The purpose of this course is to provide a general understanding of how to construct portfolios of securities and derive the maximum benefit from investing.
• Introduction to portfolio theory
• Share analysis using the criteria of Markowitz
• Domestic diversification
• Markowitz efficient frontier
• Methods for calculating the efficient frontier
• Utility theory
• Single index model
• Capital market theory
• The capital market line
• Empirical evidence of the CAPM
• The arbitrage pricing theory