This course focuses on the fundamentals of portfolio management in an uncertain financial environment. It introduces students to the key concepts of portfolio selection and optimisation using the Markowitz model and the Black-Litterman model, enabling informed decision-making in the composition of an investment portfolio. In addition, it introduces the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) to deepen the understanding of market mechanisms and asset pricing strategies.
https://offre-de-formations.univ-lyon1.fr/ue-18049/theorie-financiere.html