Course 9 · Advanced
Portfolio Construction
How institutional managers actually construct portfolios. Modern Portfolio Theory and the efficient frontier; factor decomposition (momentum, value, carry); and Brinson-Fachler attribution to separate alpha from beta in your returns.
Modules
3
Lessons
0/3
Hours
11
Curriculum
3 modules · 3 lessons
Mean-variance optimization, the efficient frontier, and the Sharpe-maximizing tangency portfolio.
Progress
0/1
Momentum, value, carry, low vol — the systematic factors and what each pays you for.
Progress
0/1
Brinson-Fachler decomposition: separate allocation from selection from interaction.
Progress
0/1
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