Overview
- This course examines the portfolio management process. Appropriate asset allocation including diversification in the context of risk vs. return is discussed. Also covered are capital market theory, various types of risk and performance measurement.
- 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