14. Portfolio Theory | MIT 18.S096 Fall 2013 ๐
Explore portfolio theory in MIT's finance course, covering key concepts in investment optimization and risk management.
MIT OpenCourseWare
286.1K views โข Jan 6, 2015
About this video
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This lecture describes portfolio theory, including topics of Marowitz mean-variance optimization, von Neumann-Morganstern utility theory, portfolio optimization constraints, and risk measures.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This lecture describes portfolio theory, including topics of Marowitz mean-variance optimization, von Neumann-Morganstern utility theory, portfolio optimization constraints, and risk measures.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
Tags and Topics
Browse our collection to discover more content in these categories.
Video Information
Views
286.1K
Likes
3.1K
Duration
01:24:55
Published
Jan 6, 2015
User Reviews
4.5
(57) Related Trending Topics
LIVE TRENDSRelated trending topics. Click any trend to explore more videos.