# References

Here some references to othere sources, in order to reasonably organize the contents of this book

````{dropdown} Investment and Portfolio Management - RICE - coursera - A.Ozoguz, J.Foote
:open:
```{dropdown} Global Financial Markets
:open:
- Intro and Review of Elementary Finance Tools
- Financial system and financial assets: fixed income, equity and derivatives
- Organization of financial markets and securities trading
```
```{dropdown} Portfolio Selection and Risk Management
:open:
- Intro and R/R: R/R trade-off
- Ptf construction and diversification
- Investor choices: utility functions, mean-variance preferences
- Optimal capital allocation and portfolio choice: mean-variance optimization (Modern Portfolio Theory)
- Equilibrium asset princing models: CAPM, return-beta; multi-factor models (e.g. Fama-French)
```
```{dropdown} Biases and Portfolio Selection
:open:
- Efficient Market Hypotesis (EMH), and anomalies
- Biases and realistic preferences
- Inefficient markets: equity premium, volatility puzzle (?), long-run reversal to the mean, value effect, momentum
- Investor behavior
```
```{dropdown} Investment Strategies and Portfolio Analysis
:open:
- Performance measurement and benchmarking
- Active vs passive investing: $R^*$ risk-adjusted return measurements: Sharpe, Sortino, Treynor'ratio, Jensens'alpha,...;comparing rhe $R^*$
- Performance evaluation: style analysis and performance attribution
```
```{dropdown} Capstone: Build a Winning Investment Portfolio
:open:

Using software for building ptf and assess its properties
- ...

```

````