Lecture 14: Portfolio Theory

Name: Lecture 14: Portfolio Theory
Uploaded: 2015-01-06T18:18:57Z
Duration: 1 h 24 min 55 s
Description: 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

1:24:55

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