Advanced Course in Asset Management (Presentation Slides)

ArXiv ID: ssrn-3773484 “View on arXiv”

Authors: Unknown

Abstract

These presentation slides have been written for the Advanced Course in Asset Management (theory and applications) given at the University of Paris-Saclay. They

Keywords: Asset Management, Modern Portfolio Theory, Risk Management, Factor Investing, Multi-Asset

Complexity vs Empirical Score

  • Math Complexity: 7.5/10
  • Empirical Rigor: 3.0/10
  • Quadrant: Lab Rats
  • Why: The slides present advanced mathematical theory including Markowitz optimization, CAPM, and Black-Litterman models with quadratic programming formulations and covariance matrix algebra. While it includes tutorial exercises and practice sections, it lacks empirical backtesting data, code implementations, or statistical performance metrics, remaining primarily theoretical and educational.
  flowchart TD
    A["Research Goal<br>Modern Asset Management"] --> B["Key Methodology<br>Portfolio Optimization"]
    B --> C["Data Inputs<br>Market Factors & Risk"]
    C --> D["Computational Process<br>Factor Analysis & MPT"]
    D --> E["Key Outcomes<br>Strategic Asset Allocation"]
    E --> F["Applications<br>Risk-Adjusted Returns"]