Mathematical Portfolio Theory
Module code: MA3072
This module will provide a comprehensive introduction to mathematical portfolio theory. Portfolio theory is used in the financial industry to maximise returns for a given level of risk, and in this module we will explore models of portfolio theory, including single and multi-factor models. We will take an in-depth critical look at theories of economic decision making, and their applications and limitations. Theories covered in this module include:Rational choice theory
- Rational expectation theory
- Portfolio theory
- Utility theory
- Prospect theory
Learning
- 33 hours of lectures
- 2 hours of seminars
- 11 hours of tutorials
- 104 hours of guided independent study
Assessment
- Exam, 2 hours (70%)
- Coursework (30%)