Lecture slides (consolidated file) or by topics:

1. Simple Strategies
2. Mean-Variance (MV) Portfolio Strategies
3. CAPM
4. Extensions on MV
5. Passive and Active Management
6. Risk Measures
7. Performance Measures
8. Continuous-time Financial Market
9. Continuous-time MV
10. Portfolio Insurance
11. Utility Maximization

Exams: Mid-term Exam and Final Exam