15.401 | Fall 2008 | Graduate
Finance Theory I
Video Lectures and Slides

Portfolio Theory

Video Lectures

Portfolio Theory I

Part I of Portfolio Theory

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

Part II of Portfolio Theory

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

Part III of Portfolio Theory

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

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Course Info
Instructor
As Taught In
Fall 2008
Level
Learning Resource Types
grading Exams with Solutions
notes Lecture Notes
theaters Lecture Videos
assignment_turned_in Problem Sets with Solutions