Video Lectures
Portfolio Theory I
Watch the video: Part I of Portfolio Theory (00:33:00)Description: This video lecture introduces the portfolio as a combination of securities and offers guidelines for what constitutes a good portfolio. With regard to measuring risk and reward, a number of assumptions are set forth for the remainder of the course. A brief introduction to mean-variance analysis is presented.
Portfolio Theory II
Watch the video: Part II of Portfolio Theory (01:21:00)Description: This video lecture walks through calculating properties of mean and variance for portfolio returns. Mean, standard deviation, and correlation are used as measures in portfolio analysis.
Portfolio Theory III
Watch the video: Part III of Portfolio Theory (00:53:00)Description: This video lecture introduces the tangency portfolio and the Sharpe ratio as a measure of risk/reward trade-off.
Slides
Portfolio Theory Slides 1–46 (PDF)
- Video for Part I of Portfolio Theory covers slides 1–12
- Video for Part II of Portfolio Theory covers slides 12–41
- Video for Part III of Portfolio Theory covers slides 33–46