Financial Concepts
Core financial theory behind portfolio optimization - from Modern Portfolio Theory and CAPM to the efficient frontier and risk measurement. Understanding these concepts is essential for making informed allocation decisions in Indian equity markets.
Modern Portfolio Theory
The foundation of quantitative portfolio construction. Learn about Markowitz diversification, the mean-variance framework, and how optimal portfolios are built for Indian equities.
Capital Asset Pricing Model (CAPM)
Understand how CAPM prices systematic risk, derives expected returns from beta, and defines the Security Market Line for NSE and BSE stocks.
Efficient Frontier
The set of optimal portfolios that maximize expected return for each level of risk. The core output of mean-variance optimization.
Expected Returns
Methods for estimating expected returns - historical mean, CAPM-implied, shrinkage estimators, and equilibrium approaches for Indian market data.
Volatility
Standard deviation, annualization, GARCH models, and the role of volatility in portfolio risk measurement and optimization.
Not investment advice. Past performance is not indicative of future results.