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OVERVIEW

During this module, you will learn about the importance of risk and return to constructing an efficient portfolio using modern portfolio theory methodology; the role that correlation plays in portfolio diversification and portfolio optimization; how to measure portfolio performance; the significance of the Capital Asset Pricing Model to portfolio optimization and portfolio performance measurement; limitations and criticisms of modern portfolio theory.

2 hours of video content.
Estimated 4 hours to complete.

LEARNING OBJECTIVES

  • Calculate portfolio returns
  • Calculate portfolio risk in the form of standard deviation of returns
  • Calculate correlation of returns for a portfolio
  • Be able to create optimal portfolios for a two-asset portfolio
  • Be able to explain the efficient frontier for portfolios
  • Calculate Sharpe ratios
  • Calculate active return
  • Calculate tracking error
  • Calculate information ratios
  • Calculate Treynor ratios
  • Calculate beta of a portfolio
  • Calculate the alpha of a portfolio

TOPICS COVERED

Complete topics step by step or jump to any of the below at any time.

  • Modern Portfolio Theory (MPT)
  • Returns
  • Standard deviation of returns (risk)
  • Correlation of returns
  • Portfolio optimization I
  • Portfolio optimization II
  • Portfolio optimization and the capital market line
  • Evaluating portfolio risk and return
  • Capital Asset Pricing Model (CAPM)
  • Evaluating portfolio risk and return with CAPM
  • Criticisms of MPT

PREREQUISITES

This course is open to all. To maximize the benefit of this course we recommend an understanding of financial statements and Microsoft Excel.

 

**Training The Street acquired AMT Training in 2021. We have merged AMT's products into one store, to increase our content offering.**

Save money with this course by purchasing our bundle!

This course is available in the:
Global Markets and Hedge funds 7 Course Bundle

Save up to 33% on all courses with this bundle!
The bundle includes the following courses:

  • Financial Math for Financial Markets
  • Excel Best Practices for PC: Become an Excel Expert
  • Bond Markets
  • Equity Markets
  • Derivatives Fundamentals
  • Foreign Exchange Markets
  • Portfolio Construction Theory

Group Orders

We offer discounts for group orders on our self-study products. Group orders are an attractive option for companies or teams looking to upskill together.

Contact us at selfstudy@trainingthestreet.com to learn more about how to save money on group orders.

Browse All Course Bundles Below:

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Gain your recognition with our digital certificates

Training The Street has been teaching the biggest finance firms for over 20 years. To help unlock your career potential, we offer certificates to provide the recognition you deserve.

After you finish your course, you will receive a certificate which can be easily added to your LinkedIn profile.