Portfolio Theory

Objective

  • Construct Efficient Portfolios

Reading

  • Chapter 6: Portfolio Theory
  • Chapter 7: Portfolio Theory

Assignments

  • Portfolio Optimization
  • Efficient Frontier

Portfolio Theory

Andrew Lo @ MIT in 2008

  • Portfolio Theory: Robert Shiller @ Yale in 2011
  • Portfolio Theory: CAPM, & APT: Andrew Lo @ MIT in 2008
  • Portfolio Management: Jake Xia @ MIT in 2013
  • Portfolio Theory: Peter Kempthorne @ MIT in 2013

Efficient Portfolios

Portfolio Optimization

Linear Algebra Review

Intro to Matrices @ Khan Academy

Matrix Multiplication @ Khan Academy

Linear Algebra @ 3Blue1Brown

What is a Vector? @ 3Blue1Brown

Linear Transformations @ 3Blue1Brown

Matrix Multiplication @ 3Blue1Brown

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