This course covers the basics of portfolio management. It covers common stock return models , portfolio construction methods and optimization models, and capital markets more generally. The aim of the course is to equip students with the knowledge necessary to form a basic portfolio and to understand the drivers of stock returns and of alpha. In many places, the course includes practical examples, including in Microsoft Excel.

Key concepts covered include:

• Stock return models and alpha (i.e., single index model, fama french three factor model, CAPM).

• Portfolio construction methods (i.e., minimum variance, mean variance, markowitz)

• Additional things to look for when trading.