Portfolio Management
In this presentation, we will explore vital concepts that are the building blocks of quantitative portfolio management. We will discuss the mathematical expression of expected return and risk on an investment and how they are used. We will examine weights within a portfolio and how risk is minimized while compromising as little as possible on expected return. Building blocks of the several-security model will direct us towards multiple interesting insights as well as lay the foundation for the beta factor and the Capital Asset Pricing Model (CAPM).
MATH 499, Senior Capstone
Connie Wilmarth
L203
10:30 – 11 AM