This course looks at the basics of investment and portfolio theory, with particular emphasis on efficiency theory, the Markowitz model, and equilibrium models of asset pricing such as CAPM and APT. Well-known performance measurement models, such as the Sharpe ratio and RAROC, are also explained.

This value pack includes eight courses:

  • Market efficiency - the concept
  • Market efficiency - the evidence
  • Portfolio theory - the Markowitz model
  • Portfolio theory - single-index and multi-index models
  • Portfolio theory - the Capital Asset Pricing Model (CAPM)
  • Portfolio theory - Arbitrage Pricing Theory (APT)
  • Portfolio theory - performance measurement models
  • Portfolio management - passive and active strategies

Click here for a full description of each course.

These courses form part of the Intuition short course suite. 

Learning objectives


365 Days