This module covers modern portfolio theory, arbitrage pricing and using risk measures to structure portfolios. This course replicates the content from lesson 4 of Portfolio Management II.
CPE Credit: 1
Program Details (NASBA) View
Program Level
Intermediate
Prerequisites
This course has no prerequisites.
Advance Preparation
No advance preparation required.
Recent Revision Date
November 12, 2014
Instructional Delivery Method
QAS Self Study
Field of Study
Management Advisory Services
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Identify the major theories of portfolio management, including the Efficient Markets Hypothesis, Diversification and Correlation, the Efficient Frontier, Capital Asset Pricing Model, and Arbitrage Pricing Theory
Discuss how diversifying a portfolio can reduce its risk
Explain how risk and return vary for different combinations of assets, leading to the development of the efficient frontier
Explain how specific risk differs from market risk, as postulated by the Capital Asset Pricing Model
Use various risk measures to build a portfolio balancing risk and return
Junior portfolio managers, money managers, research analysts, individual and institutional investors, private bankers and financial advisors, research staff of pension boards and plan sponsors.
