Portfolio Theory

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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