Economics and finance
Portfolio theory and factor models
Risk and return, diversification, the efficient frontier, CAPM and factor models.
About 20 hours of study.
Where to learn it
Read
Principles of Finance
Julie Dahlquist, Rainford Knight (OpenStax)
The chapters on risk, return and portfolios
Section not checked yet
Watch
MIT 18.S096: Topics in Mathematics with Applications in Finance
MIT OpenCourseWare, with practitioners from Morgan Stanley
Lectures 14–16: portfolio theory, factor modeling, portfolio management
Practise
No practice set picked yet.
Suggest oneWrong chapter, dead link, or know something better? Tell us on GitHub.
Which roles ask for it
- Quantitative researcher / analyst in the first year
- Risk analyst in the first year
- Financial analyst in the first year
Before and after
Portfolio theory and factor models
Opens up
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