Description

Explore Modern Portfolio Theory and the extension of this concept into the Capital Asset Pricing Model (or CAPM). As well as, adjustments that have been made to the Modern Portfolio Theory including Arbitrage Pricing Theory, the Black-Litterman approach, and Robust Optimization.

Learning Objectives

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1. Recall the function of Modern Portfolio Theory.
2. Recall the function of Capital Asset Pricing Model.
3. Recall the function of Security Market Line.
4. Recall the function of Black-Litterman Model.
5. Recall the function of Robust Optimization.
6. Recall the function of Arbitrage Pricing Theory.