Portfolio Theory Notes

[jairamjana]

Yet again I found a set of notes that I had compiled from various sources and summarized the Portfolio Theory concepts within 17 pages.. This covers the important aspects of Portfolio theory including the various Modern Portfolio theory variations explained such as Efficient Frontier, CAPM, APT and Sharpe's single index.. Hope this is useful as summary notes..


Contents

1. Portfolio Risk and Return
2. Mean Variance Analysis
3. Minimum Variance Frontier
4. The Capital Allocation Line and Capital Market Line
5. The Security Market Line and Capital Asset Pricing Model
6. Arbitrage Pricing Model
7. Sharpe's Single Index Model
8. Summary of Discussion

https://www.dropbox.com/s/mz79vpxxd2tellt/portfolio theory.pdf?dl=0

 

[brian.field]

This is more appropriate for Topic I than Topic III no?

 

[jairamjana]

Now that you mention it.. It certainly does .. I haven't fully grasped all the LO for Part I of FRM... But you are right.. It should ideally be categorized under Foundations of Risk Management..

 

[Nicole Seaman]

@jairamjana

I can move this to Foundations of Risk Management per your discussion with brian.field above

Nicole

 

[jairamjana]

Thank you Nicole.. I will be careful next time

 

[Amierul]

@jairamjana Thank you for the notes!