Portfolio Theory

Lecture

The topics in Slides 6 are variously covered in:

  • Berk, Corporate finance (2017) –  Appendix of Chapter 11
  • Reilly, Investment Analysis (2011) – Chapters 8.3, 9.1 and 9.2
  • Schulmerich, Applied Asset and Risk Management (2015) – Chapters 2.3 and 2.4
  • Elton (2014) – Chapters 14 and 16
Slides 6
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The following solved exercises are similar to those that you will find in the final exam.

Exercises 1
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