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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