Clear and structured notes, including thorough explanations as well as detailed examples.

Topics are discussed and explained in detail and additional examples are included in order to ease understanding.

Topics covered are:
Risk Aversion and Returns
Optimal Portfolios
Capital Asset Pricing Model
Single Index Models
Arbitrage Pricing Theory and Multifactor Models
Portfolio Performance Evaluation
Fixed Income Valuation
Coupon Bonds
Term Structure Models and Bond Risks Basics
Managing Fixed Income Portfolios


Semester 1, 2018

53 pages

12,719 words



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Monash, Caulfield

Member since

February 2016

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