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Portfolio Theory, Asset Allocation and Performance Measurement


Lesson 1: Portfolio Theory And The Optimal Asset Mix

  • Introduction
  • Portfolio Theory - Benefits of Diversification
  • Portfolio Return
  • Potential Asset Class Risk Reduction - Equities
  • Potential Asset Class Risk Reduction - Bonds
  • Diversification Scenarios
  • Standard Deviation
  • Beta
  • The Efficient Frontier - the Investment Universe
  • The Optimal Asset Mix for Individual Investors
  • Investment Policy Statement and Questionnaire

Lesson 2: Asset Allocation - Passive And Active Investment Strategies

  • Strategic Asset Allocation
  • Tactical Asset Allocation
  • Market Efficiency
  • Asset Class Strategies and Styles
  • Equity Strategies - Indexing
  • Equity Strategies - Value Investing
  • Equity Strategies - Growth Investing
  • Equity Strategies - Sector Rotation
  • Equity Strategies - Momentum Investing
  • Fixed Income Strategies - Passive Laddered
  • Fixed Income Strategies - Interest Rate Anticipation
  • Fixed Income Strategies - Value Trading
  • Fixed Income Strategies - Sector Trading
  • Passive and Active Strategies - In conclusion

Lesson 3: Performance Measurement And Evaluation

  • Introduction
  • Performance Measurement
  • Performance Evaluation
  • Comparison to a Benchmark
  • Comparison Universes
    • Significance of Quartile Rankings
    • Problems and Issues Related to Comparison Universes
    • Scatterplot Diagrams
    • Measurement Time Frame
  • Benchmark Portfolios
  • Performance Attribution Analysis
  • Composite Performance Benchmarks
  • Derivation of the Capital Asset Pricing Model (CAPM)
  • Jensen's Alpha
  • Treynor Ratio
  • Jensen and Treynor Measures Compared
  • Sharpe Ratio
Quiz Format Online
Question Format Multiple Choice
Questions Per Quiz 20
Passing Grade 60%*
Attempts Allowed Unlimited*
Enrolment Period 6 months

* IMPORTANT: There is no maximum to the number of quiz attempts permitted, but only the first passing grade (60% or over) will appear on official web transcript.

Continuing Education (CE) Credits

Click the links below or the buttons at the top of the page on the right side to access CE accreditation information. To search for specific course information, press Ctrl + F and then enter the course name to search the document for the information you are interested in.

National/Provincial (Excluding Quebec)
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Quebec (IQPF/CSF)
Download IQPF/CSF Chart (PDF, 182 kb)

Please note: While CSI makes every effort to ensure that the information is up-to-date, we are unfortunately unable to fully guarantee its accuracy. The information listed in the charts above may be subject to change.

For details on the organizations and other information on CE Credits listed in the above charts, please click here.