QUANT - Portfolio Mathematics [2026]

About this episode

Mara Ellington and Dorian Hayes discuss Portfolio Mathematics for CFA Level I, focusing on key concepts like expected return, variance, and risk management.

Portfolio Mathematics – CFA Level I Join Mara Ellington and Dorian Hayes as they turnChapter 1 Quantitative Methods into something you can actually use. Build intuition for expected return , variance & risk. See how covariance and correlation shape portfolios. Use Roy’s safety-first ratio to guard against shortfall risk. Perfect bite-sized review for your CFA Level I prep.

People in this episode

Hosts: Mara Ellington, Dorian Hayes

Topics covered

• Portfolio Mathematics
• CFA Level I
• Quantitative Methods
• risk management
• expected return
• variance
• covariance

Keywords

• CFA Level I
• Portfolio Mathematics
• expected return
• variance
• risk
• covariance
• correlation
• Roy’s safety-first ratio

Mentioned in this episode

Books & works: Chapter 1 Quantitative Methods

More episodes of Deep Dive: CFA® Level I Prep 2026

• QUANT - Estimation and Inference · January 26, 2026 · 11 min
• QUANT - Simulation Methods · January 21, 2026 · 11 min
• QUANT - Probability Trees and Conditional Expectations [2026] · January 15, 2026 · 12 min
• QUANT - Statistical Measures of Asset Returns [2026] · January 10, 2026 · 11 min
• QUANT - Time Value of Money [2026] · January 5, 2026 · 13 min
• QUANT - Rates and Return [2026] · January 1, 2026 · 13 min