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Investment Management
Chapters

1Foundations of Investment Management

2Securities Markets and Trading Mechanics

3Investment Vehicles and Pooled Products

4Data, Tools, and Modeling for Investments

5Risk, Return, and Probability

6Fixed Income: Bonds and Interest Rates

7Equity Securities: Valuation and Analysis

8Derivatives: Options, Futures, and Swaps

9Portfolio Theory and Diversification

10Asset Pricing Models: CAPM and Multifactor

CAPM assumptions and intuitionSecurity Market Line and alphaBeta estimation techniquesEmpirical tests of CAPMFama–French factor modelsMacroeconomic factor modelsArbitrage Pricing Theory (APT)Factor model estimationRisk premia harvestingModel limitations and pitfalls

11Portfolio Construction, Rebalancing, and Optimization

12Performance Measurement, Risk Management, and Ethics

13Options

Courses/Investment Management/Asset Pricing Models: CAPM and Multifactor

Asset Pricing Models: CAPM and Multifactor

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From CAPM to modern multifactor frameworks for expected returns and risk.

Content

7 of 10

Arbitrage Pricing Theory (APT)

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