Explore the intricacies of expected returns and variance in investment portfolios, including calculations, risk assessment, and diversification strategies.
Explore the principles of portfolio optimization, understand the efficient frontier, and learn how to apply mathematical techniques for optimal asset allocation in the context of Modern Portfolio Theory.
Explore the intricacies of Value at Risk (VaR) and Conditional Value at Risk (CVaR), their calculations, applications, and limitations in portfolio risk management.
Explore the profound impact of diversification on portfolio risk management, understand asset correlations, and learn to construct optimal portfolios while recognizing practical limitations.
Explore the concept of beta as a measure of systematic risk, its calculation, interpretation, and application in asset pricing and portfolio management, along with its limitations and alternative risk measures.