MAA314 Portfolio Theory I

Given the fact that there is, hardly, no single asset that may be characterized as having the highest return combined with the lowest risk; actors in the financial markets, naturally, become managers of portfolios of assets. The students will construct optimal financial portfolios, across risky and risk-free assets, and also examine risk aversion (utility functions). The objective is to provide students with analytical tools and to increase the student's knowledge surrounding portfolio topics, especially if they plan to work as a fund manager, security analyst, allocation specialist, quant manager, product developer, trader, or riskcontroller.

Course information

Course syllabus and literature

Course materials


Teacher (fall13)

Examiner: Lars Pettersson