Portfolio Theory

Lecture

The topics in Slides 5 are variously covered in:

  • Berk, Corporate finance (2017) –  Chapters 11.4, 11.5, 11.7, 11.8, 12.2 and 12.3
  • Reilly, Investment Analysis (2011) – Chapters 8.1 and 8.2
  • Schulmerich, Applied Asset and Risk Management (2015) – Chapter 2.3
  • Elton (2014) – Chapters 5 and 13
Slides 5
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