Portfolio theory and mathematical models

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  1. Risk and portfolio analysis
    1. Value at risk
  2. The optimum portfolio
    1. Tobin's theorem
  3. The market portfokio
    1. Systematic risk and unsystematic risk
  4. The capital asset pricing model(CAPM)
    1. The mathematical deriviation of the CAPM
    2. The relationship between the CAPM and SML
  5. Capital budgeting and Capital structure
    1. The estimation of project betas
    2. Capital gearing
    3. Modigliani-Miller theorem
    4. Arbitrage Pricing Theory
    5. Sharpe ratio
  6. Matrices
  7. Orthogonal Projection
  8. Random variables
  9. Regression
  10. Portfolio modeling
  11. Mean-variance analysis
  12. Capital market theory