EC4024 Lecture 9 Portfolio Analysis

by Stephen Kinsella

Introduction

Modern portfolio analysis rests on the work of Markowitz and others. The essential idea is to reduce risk through diversification of a portfolio of differentially risky analysis. Portfolio analysis sets us up to explore the CAPM, APT, EMH and the adaptive markets hypothesis.

Length: 50 mins

Click below for lecture notes, handouts, slides, and links for further reading.

Slides