Embedded Files
Syllabus / Course Content
Topic
CHAPTER 1:
Portfolio Management Process
The investment setting
Investment policy and objective
The importance of asset allocation
CHAPTER 2:
Risk and Return of single security
Types of risk
Measurement of Return
Measurement of Risk
CHAPTER 3:
Portfolio Risk and Return
Traditional portfolio analysis
Sharpe Index Model
CHAPTER 4:
Economic and Industry Analysis
Key characteristic of economics analysis
Key characteristic of industry analysis
Industry life cycle
CHAPTER 5:
Company Analysis and Valuation
Measuring earnings
Forecasting earnings
Projecting earnings
CHAPTER 6:
Equity Portfolio Management Strategies
Estimating intrinsic value and earnings multiplier
Active vs. Passive management strategies
Asset allocation strategies
CHAPTER 7:
Bond Analysis & Valuation
Bond valuation
Duration
Convexity
CHAPTER 8:
Bond Portfolio Management Strategies
Active strategies
Passive strategies
CHAPTER 9:
Capital Market Theory
Capital Asset Pricing Model
SML
CML
Arbitrage Pricing Theory (APT)
CHAPTER 10:
Portfolio Selection
Simple Markowitz Portfolio optimization
Simple Sharpe Portfolio Optimization
CHAPTER 11:
Managed Portfolio Performance Measurement
Sharpe
Treynor
Jenson
Profitability Index
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