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 
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