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
- Example: Portfolio Optimization in Excel (Beginner) (Intermediate)
- Example: Portfolio Optimization in R (Intermediate) (Advanced)
- Example: Graph the Efficient Frontier in Excel