Portfolio Theory I
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
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
Description: This video lecture introduces the tangency portfolio and the Sharpe ratio as a measure of risk/reward trade-off.
- 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