Portfolio Analysis

Education facts

Code: NEGC18

The course deals with theories of financial asset pricing in developed capital markets. The basis of pricing theories is the portfolio selection theory which is used for the deduction of the so called optimal portfolio holding, that is, how investors should combine a high number of financial assets to achieve the best balance between yield and risk. The portfolio models discussed are CAPM and APT and their empirical correspondences "Single-index" and "Multi-index" models. The course also treats ways in which financial corporations can protect their portfolios against different types of risks, and ways to evaluate portfolio investments. Theories are practically implemented through computer exercises in which students compose portfolios and evaluate the result.

Entry requirements

Economics 60 ECTS Credits. Mathematics or Statistics 15 ECTS Credits or equivalent.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Portfolio Analysis

  Karlstad University

  Karlstad

  Start date: 18 January 2027

  End date: 21 February 2027

  Pace of study: 100 %