Course curriculum

  • 1
    Introduction
    • Disclaimer
    • Introduction
  • 2
    Returns
    • Introduction
    • Risk Free Rate
    • The Risk Premium
    • AR vs GR
    • The Math of Loss
    • AR vs RR
    • Tyranny of Past Returns
    • Assessment
  • 3
    Risk
    • Measuring Risk
    • Hidden Risk
    • VaR
    • Sharpe and Sortino
    • Assessment
  • 4
    Risk-Adjusted Returns & Portfolio Engineering
    • Intro to Portfolio Engineering
    • Statistical Modelling
    • Statistical Modelling Part 2
    • Portfolio Optimisation
    • Concept: Correlation
    • The Efficient Frontier
    • Expense
    • Currency
    • Assessment
  • 5
    Conclusion
    • Conclusion