Useful Readings
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Chapters from “Modern Portfolio Theory and Investment Analysis”, Elton and Gruber
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Lecture 6: Chapter 26 (parts related to investment evaluation techniques and market timing),
and chapter 5
Lectures 7-8: Chapters 5 & 6, Chapter 9 (only the part related to optimal portfolio construction
Chapters from Andrew Ang’s book, “Asset Management: A Systematic Approach to Factor
Investing”.
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Lecture 7: Chapter 3 (sections 2-5)
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Lecture 8: Chapters 7 and 8
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You can also go through the papers I present on the lecture slides.
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Readings for lectures 9-10 will follow