Last modified on 29 June 2013, at 09:38
# Portfolio theory and mathematical models

- Risk and portfolio analysis
- Value at risk

- The optimum portfolio
- Tobin's theorem

- The market portfokio
- Systematic risk and unsystematic risk

- The capital asset pricing model(CAPM)
- The mathematical deriviation of the CAPM
- The relationship between the CAPM and SML

- Capital budgeting and Capital structure
- The estimation of project betas
- Capital gearing
- Modigliani-Miller theorem
- Arbitrage Pricing Theory
- Sharpe ratio

- Matrices
- Orthogonal Projection
- Random variables
- Regression
- Portfolio modeling
- Mean-variance analysis
- Capital market theory