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

Risk and Return

Video Lectures

Risk and Return I

Part I of Risk and Return

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

Part II of Risk and Return

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.

Slides

Risk and Return Slides 1–35 (PDF)

  • Video for Part I of Risk and Return covers slides 1–18
  • Video for Part II of Risk and Return covers slides 11–35

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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