Understanding portfolio theory


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About this course

This CPD course presents an overview of credit risk transfer mechanisms, including credit derivatives and securitization, and discusses issues with the securitization of subprime mortgages.

We also assess Modern Portfolio Theory (MPT) and the CAPM, one of the foundational developments in risk-adjusted pricing and valuation.

Finally, there is an explanation of Arbitrage Pricing Theory (APT) and factor models and how they can be used to model returns on investment assets.

This course is made up of videos, questions and additional reading materials.

Type E-learning
Duration 3 hours +
Topic Financial Management, Presenting financial information, Risk Management
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