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18.642 | Fall 2024 | Undergraduate

# Topics in Mathematics with Applications in Finance

This lecture provides a comprehensive overview of portfolio management, focusing on the practical aspects of asset allocation, risk measurement, and investment sizing beyond traditional modern portfolio theory, highlighting its limitations and proposing improved approaches such as gain-loss ratios. It also explores behavioral finance concepts like crowding behavior and power law distributions, emphasizing the importance of dynamic rebalancing and understanding market influences from powerful agents such as governments and large funds.

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## Course Info

##### Instructors

- Dr. Peter Kempthorne
- Dr. Vasily Strela
- Dr. Jake Xia

##### Departments

- Mathematics

##### As Taught In

Fall 2024

##### Level

Undergraduate

##### Topics

- Business
  - Finance
- Mathematics
  - Applied Mathematics
  - Probability and Statistics

##### Learning Resource Types

notes Lecture Notes
theaters Lecture Videos
assignment Problem Sets
assignment Activity Assignments
group_work Projects
Readings

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