Section outline

  • Lecture Contents:

    Portfolio return & risk, Analyzing portfolio risk, Modern Portfolio Theory (MPT), Calculating portfolio risk, Efficient portfolio etc.

    Lecture Outcome:

    After studying these contents, students will be able to:

    1. Understand the meaning and calculation of expected return and risk measures for an individual security. 
    2. Recognize what it means to talk about modern portfolio theory.
    3. Calculate portfolio return and risk measures as formulated by Markowitz. 
    4. Understand how diversiļ¬cation works.