Equity Portfolio Management Course at The University of Tokyo
Faculty of Economic at The University of Tokyo
4094: Equity Portfolio Management
Winter Takehara
The course covers financial theory and its application to the problems of equity portfolio management. What follows to be lectured in this order.
1. Capital Asset Pricing Model
2. Structured Risk Model
3. Fundamental Law of Active Portfolio Management
4. Equity Valuation
5. Portfolio Construction
6. Market Impact Model
7. Performance Analysis.