Portfolio Theory

Guest Lectures

  • Portfolio Theory: Robert Shiller @ Yale in 2011
  • Portfolio Theory: Andrew Lo @ MIT in 2008
  • Portfolio Theory: CAPM, & APT: Andrew Lo @ MIT in 2008
  • Portfolio Management: Jake Xia @ MIT in 2013
  • Portfolio Theory: Peter Kempthorne @ MIT in 2013

Efficient Portfolios

Portfolio Calculations using Linear Algebra

  • Review: Intro to Matrices @ Khan Academy
  • Review: Matrix Multiplication @ Khan Academy
  • Portfolio Expected Return
  • Portfolio Variance
  • Optimal Risky Portfolio

Portfolio Optimization

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