Mandatory
- JP Joshi, M. S., and J. M. Paterson (2013). Introduction to mathematical portfolio theory. Cambridge University Press.
- RMG Material from Classes: slides, exercises, lecture notes.
[Optional]
- [EGBG] Elton E.J., M. J. Gruber, S. J. Brown and W. N. Goetzmann (2014), Modern Portfolio Theory and Investment Analysis, 9th Edition, Wiley
Part I - Financial Market Structure and Instruments
RMG: Slides Part I
[EGBG: Chapter 2 and 3]
Part III - Selecting Optimal Portfolios
JP: Chapter 7, Chapter 8, Chapter 9, Chapter 10, Chapter 11 + including end of chapter exercises.
RMG: Slides Part III (1+2) + Exercise Booklet: Section 3
[EGBG: Chapter 1, 11]
Part II - Theory of Portfolio Management
JP: Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6 + including end of chapter exercises.
RMG: Slides Part II (1+2a+2b+2c+3) + Exercise Booklet: Sections 1 and 2
[EGBG: Chapters 4, 5, 6, 7, 8, 9 and 12]
Part IV - Models of Equilibrium in Capital Markets
JP: Chapter 13, Chapter 14, Chapter 15 + including end of chapter exercises.
RMG: Slides Part IV (1+2+3+4) + Exercise Booklet: Section 4
[EGBG: Chapter 13, 14, 15, 16, 17, 20]