Risk and Return I
Description: This video lecture gives statistical background and context in preparation for dealing with risk and return. The empirical properties of stock returns are briefly introduced.
Risk and Return II
Description: This video lecture covers empirical properties of stocks and bonds, patterns of returns, and statistical measures of risk of a security. At the very end, stock market anomalies such as the size effect, the value premium, and momentum are presented.
- Video for Part I of Risk and Return covers slides 1–18
- Video for Part II of Risk and Return covers slides 11–35