Edwin J. Elton
B40.3332.10 
Fall'02

LECTURE NOTES : ADVANCED PORTFOLIO ANALYSIS

All chapters have been updated for Fall '02.

1. Overview

2. Basic Portfolio Analysis

3. Solving for the Efficient Frontier

4. Multi - Index Models

5. Simple Rules

6. Portfolio Theory with Multi-Index Models

7. Objective Functions

8. Dynamic Asset Allocation

9. International Diversification

10. Bond Portfolio Management

11. Equilibrium Pricing Theories

12. Performance Evaluation

13. Pension Fund Industry

14. Closed End Funds

15. Commodity Funds

16. Hedge Funds

17. Risk Control

18. Liabilities Effects

19. Exchange Traded Funds

20. Example A

21. Example B