Risk, Returns, and History

Guest Lectures

Diversification and Portfolio Calculations: Andrew Lo @ MIT in 2008
Value at Risk: Kenneth Abbott @ MIT in 2013

Quantifying Uncertainty & Risk: Yale in 2009
00:00 - Expectation, Variance, and Covariance
19:06 - Diversification and Risk Exposure
33:54 - Conditional Expectation
53:39 - Uncertainty in Interest Rates

Measuring Returns

Guest Video: Arithmetic and Geometric Returns @ Edspira
Guest Video: Effective Annual Rate @ Edspira
Guest Video: Effective Annual Rate @ Khan Academy

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