MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
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Instructor: Jake Xia
This lecture focuses on portfolio management, including portfolio construction, portfolio theory, risk parity portfolios, and their limitations.
License: Creative Commons BY-NC-SA
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16. Portfolio Management
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16. Portfolio Management
finance class
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20 comments
My bank manager got mad coz I didn’t borrow some student loan.
Homie just cured my gambling addiction.
So every person who invests in stocks needs to run these complex mathematical models on his own portfolio?
Thanks
This is the theory that lead to the risk-less risk bs that gave us the ongoing financial crisis of 2008… Elegant math, not a single realistic assumption.
Amazing video, very well explained!!!
Variance: σₚ² = w̄¹⋅z^≡⋅w̄ (I give up)
12:00 Lacking cryptocurrencies!!11 xD (I know it was shot in 2013)
Special Cases: I wonder if you could use this as a measure of surprise (i.e. a calculation based on entropy).
How can I get more of such a video?
Well explained.
Im learning portfolio management while doing the dishes…thank you uploader!
good info you do not ramble on and repeat the same thing over and over. thank you!
This is excellent. And its all for free!
Thankyou very much Jake and MIT OCW, brilliant applications and formulas, great lecture
Way more confusing then it needs to be LMAO.
all you need is assets that give you cash flow to pay for your monthly expenses = retired.
If you’re monthly expenses is $6000/mo to live comfortably… then you need an asset that gives you net $6000 per month like a 4 unit apt building.
to conclusion, diversify your portfolio
observe => build models => observe again
Im so fucking high
People who wrote Bitcoin : 100% should be smiling at this video now 🙂