Menu

Learn

Resources

Portfolio Management

Premium

Course Syllabus

01

CFA Level 2: Portfolio Management – Introduction

02

Mean-Variance Analysis Assumptions

03

Expected Return and Variance for a Two Asset Portfolio

04

The Minimum Variance Frontier & Efficient Frontier

05

Diversification Benefits

06

The Capital Allocation Line – Introducing the Risk-free Asset

07

The Capital Market Line

08

CAPM & the SML

09

Adding an Asset to a Portfolio – Improving the Minimum Variance Frontier

10

The Market Model for a Security’s Returns

11

Adjusted and Unadjusted Beta

12

Multifactor Models

13

Arbitrage Portfolio Theory (APT) – A Multifactor Macroeconomic Model

14

Risk Factors and Tracking Portfolios

15

Markowitz, MPT, and Market Efficiency

16

International Capital Market Integration

17

Domestic CAPM and Extended CAPM

18

Changes in Real Exchange Rates

19

International CAPM (ICAPM) - Beyond Extended CAPM

20

Measuring Currency Exposure

21

Company Stock Value Responses to Changes in Real Exchange Rates

22

ICAPM vs. Domestic CAPM

23

The J-Curve – Impact of Exchange Rate Changes on National Economies

24

Moving Exchange Rates and Equity Markets

25

Impacts of Market Segmentation on ICAPM

26

Justifying Active Portfolio Management

27

The Treynor-Black Model

28

Portfolio Management Process

29

The Investor Policy Statement

What's Included:

eBook in PDF format

All code files used in the book

All data files used in the book

All related book resources

Topics Covered

Securities & Markets

Investment Management

Data Science for Finance Bundle

Data Science for Finance eBooks Bundle

$56.99$39

Learn the fundamentals of R and Python and their application in finance with this bundle of 9 books.