Thanks for these. This is an excellent idea for a thread!
Since the exams I've done a bit of background-reading on CT8, and I feel like I'm finally starting to understand it properly.
I found the following notes on portfolio theory and asset-pricing models really useful. They're not as in-depth as the notes that you posted, but they I think they give a much more complete picture of what CAPM is all about.
http://web.mit.edu/15.407/file/Ch10.pdf
You can get lots of other sets of notes if you delete the "Ch10.pdf" from the end http://web.mit.edu/15.407/file
Last edited by a moderator: Oct 23, 2007
