Quantitative Finance and Economics Lecture 9: Portfolio Theory

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 Examples

Portfolio Theory with Matrices Examples

R Portfolio Functions

IntroPortfolioTheory.xls

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)

 

 

Course Posts