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Portfolio Management

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Course Syllabus

01

CFA Level 2: Portfolio Management – Introduction

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02

Mean-Variance Analysis Assumptions

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03

Expected Return and Variance for a Two Asset Portfolio

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04

The Minimum Variance Frontier & Efficient Frontier

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05

Diversification Benefits

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06

The Capital Allocation Line – Introducing the Risk-free Asset

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07

The Capital Market Line

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08

CAPM & the SML

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09

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

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10

The Market Model for a Security’s Returns

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11

Adjusted and Unadjusted Beta

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12

Multifactor Models

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13

Arbitrage Portfolio Theory (APT) – A Multifactor Macroeconomic Model

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14

Risk Factors and Tracking Portfolios

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15

Markowitz, MPT, and Market Efficiency

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16

International Capital Market Integration

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17

Domestic CAPM and Extended CAPM

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18

Changes in Real Exchange Rates

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19

International CAPM (ICAPM) - Beyond Extended CAPM

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20

Measuring Currency Exposure

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21

Company Stock Value Responses to Changes in Real Exchange Rates

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22

ICAPM vs. Domestic CAPM

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23

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

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24

Moving Exchange Rates and Equity Markets

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25

Impacts of Market Segmentation on ICAPM

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26

Justifying Active Portfolio Management

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27

The Treynor-Black Model

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28

Portfolio Management Process

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29

The Investor Policy Statement

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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