18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Video Lectures

Lecture 14: Portfolio Theory

Description: This lecture describes portfolio theory, including topics of Markowitz mean-variance optimization, von Neumann-Morganstern utility theory, portfolio optimization constraints, and risk measures.

Instructor: Dr. Peter Kempthorne

Course Info

As Taught In
Fall 2013
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