IMAC Lecture: Portfolio Theories & Models

David Gallagher

About this Lecture

This lecture instructs IMAC candidates on the theoretical and empirical underpinnings of portfolio management, specifically in relation to how portfolios are designed and measured including:

  • the foundations of portfolio construction and portfolio analysis;
  • various interpretations of risk in the financial context;
  • investment returns, risk aversion and the normal distribution;
  • the Equity Risk Premium, its use, limitations, and evolution over time;
  • characteristics of risky and risk-free assets;
  • the capital allocation line, how to draw it and how to calculate its gradient;
  • the security market line and...

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