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Portfolio Management (Portfolio Risk and Return (Investment…
Portfolio Management
Portfolio Risk and Return
Investment Characteristics of Assets
2.1. Return
2.2. Other Major Return Measures and their Applications
2.3. Variance and Covariance of Returns
2.4. Historical Return and Risk
2.5. Other Investment Characteristics
Risk Aversion and Portfolio Selection
3.1. The Concept of Risk Aversion
3.2. Utility Theory and Indifference Curves
3.3. Application of Utility Theory to Portfolio Selection
Portfolio Risk
4.1. Portfolio of Two Risky Assets
4.2. Portfolio of Many Risky Assets
4.3. The Power of Diversification
Efficient Frontier and Investor’s Optimal Portfolio
5.1. Investment Opportunity Set
5.1. Investment Opportunity Set
5.2. Minimum-Variance Portfolios
5.3. A Risk-Free Asset and Many Risky Assets
5.4. Optimal Investor Portfolio
Capital Market Theory
2.1. Portfolio of Risk-Free and Risky Assets
2.2. The Capital Market Line
Pricing of Risk and Computation of Expected Return
3.1. Systematic Risk and Nonsystematic Risk
3.2. Calculation and Interpretation of Beta
The Capital Asset Pricing Model
4.1. Assumptions of the CAPM
4.2. The Security Market Line
4.3. Applications of the CAPM
Beyond the Capital Asset Pricing Model
5.1. The CAPM
5.2. Limitations of the CAPM
5.3. Extensions to the CAPM
5.4. The CAPM and Beyond
Portfolio Management
Portfolio Management: An Overview
A Portfolio Perspective on Investing
2.1. Portfolio Diversification: Avoiding Disaster
2.2. Portfolios: Reduce Risk
2.3. Portfolios: Composition Matters for the Risk–Return Trade-off
2.5. Portfolios: The Emergence of Modern Portfolio Theory
2.4. Portfolios: Not Necessarily Downside Protection
Investment Clients
3.1. Individual Investors
3.2. Institutional Investors
3.2.2. Endowments and Foundations
3.2.3. Banks
3.2.1. Defined Benefit Pension Plans
3.2.4. Insurance Companies
3.2.5. Investment Companies
3.2.6. Sovereign Wealth Funds
Steps in the Portfolio Management Process
4.2. Step Two: The Execution Step
4.3. Step Three: The Feedback Step
4.1. Step One: The Planning Step
Pooled Investments
5.2. Types of Mutual Funds
5.2.1. Money Market Funds
5.2.2. Bond Mutual Funds
5.2.3. Stock Mutual Funds
5.2.4. Hybrid/Balanced Funds
5.3. Other Investment Products
5.3.1. Exchange Traded Funds
5.3.2. Separately Managed Accounts
5.3.3. Hedge Funds
5.3.4. Buyout and Venture Capital Funds
5.1. Mutual Funds
Risk Management: An Introduction
Portfolio Risk and Return: Part I
Portfolio Risk and Return: Part II
Basics of Portfolio Planning and Construction
Demand analysis
Demand analysis
Demand analysis
Risk management
The Risk Management Process
Risk Governance
3.1. An Enterprise View of Risk Governance
3.2. Risk Tolerance
3.3. Risk Budgeting
Identification of Risks
4.1. Financial Risks
4.2. Non-Financial Risks
4.3. Interactions between Risks
Measuring and Modifying Risks
5.1. Drivers
5.2. Metrics
5.3. Methods of Risk Modification
5.3.1. Risk Prevention and Avoidance
5.3.2. Risk Acceptance: Self-Insurance and Diversification
5.3.3. Risk Transfer
5.3.4. Risk Shifting
5.3.5. How to Choose Which Method for Modifying Risk
Basics of Portfolio Planning and Construction
Portfolio Planning
2.1. The Investment Policy Statement
2.2.1. Risk Objectives
2.2.2. Return Objectives
2.2.3. Liquidity
2.2.4. Time Horizon
2.2.5. Tax Concerns
2.2.6. Legal and Regulatory Factors
2.2.7. Unique Circumstances
2.2. Major Components of an IPS
2.3. Gathering Client Information
Portfolio Construction
3.1. Capital Market Expectations
3.2. The Strategic Asset Allocation
3.3. Steps Toward an Actual Portfolio
3.4. Additional Portfolio Organizing Principles