Course Code: 7080

Instructor: Mr. Ahmed Alfaitory

Course Description: 

Portfolio theory studies how financial assets can be combined to give an optimal level of return, given the level of risk. This course gives a basic insight into portfolio management, which is relevant for banks, insurance companies, and pension funds, and covers both theoretical pricing models for financial assets (CAPM, APT) and methods for evaluating the results of portfolio construction.

The course covers the following areas: Efficient portfolios, Markowitz prescriptions, Diversification, Capital asset pricing model (CAPM), Arbitrage pricing theory (APT), Security analysis. Finally, it addresses issues of portfolio strategy, asset allocation, and performance evaluation. The course covers both the theoretical and practical side of investment strategies.