Portfolio Management
Learn about portfolio management, including diversification, risk and performance measurement
Overview
This course provides a comprehensive overview of the portfolio management process, with a focus on strategic asset allocation and the importance of diversification in balancing risk and return. It explores key concepts such as capital market theory, types of investment risk, and tools for measuring portfolio performance.
- Portfolio management process
- Asset allocation
- Diversification
- Risk vs. return
- Expected return and standard deviation
- Variance, covariance and correlation
- Capital market theory
- Capital market line
- Systematic vs. unsystematic risk
- Security market line and CAPM
- Beta
- Performance measurement
- Regression analysis