This lecture of quantitative finance and economics covers portfolio theory.

## 1 Lecture Slides

Download PDF slides: Introduction to portfolio theory

Download PDF slides: Portfolio Theory with Matrix

Portfolio Theory with Matrices Examples

R codes: portfolio.r , testport.r

## 2 Introduction (2:57)

## 3 Introduction to Portfolio Theory (14:35)

## 4 Portfolio Examples (6:08)

## 5 Portfolio Value-at-Risk (6:11)

## 6 Portfolio Frontier (10:28)

## 7 Efficient Portfolios (10:00)

## 8 Minimum Variance Portfolio (12:43)

## 9 Portfolios with a Risk Free Asset, Part_1 (7:24)

## 10 Portfolios with a Risk Free Asset, Part_2 (18:32)

## 11 Tangency Portfolio (17:33)

## 12 Examples (10:11)

## 13 Portfolio Theory with Matrix Algebra, Part 1 (15:26)

## 14 Portfolio Theory with Matrix Algebra, Part 2 (15:54)

## 15 Portfolio Theory with Matrix Algebra, Part 3 (16:34)

## 16 Brief Comment about Excel Solver Add-in (2:12)