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AIM 03 Portfolio decision-making
With accurate estimates of expected return, risk, and correlations, investment portfolio decision-making involves balancing expected return and risk in a manner that puts stakeholders in the best position possible.
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Required readings
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Whaley 2023 Utility theory
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Whaley 2023 Portfolio theory
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Henderson 20220914 How many stocks should a portfolio hold? FT
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Lecture notes
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