16. Portfolio Management



MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 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 More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

Comments

  1. it is a travesty i have only one uprate to give to this video!!!!!
  2. Why cash has return? not count inflation, unless you put it in a bank or some kind of CDs, an amount of cash will remain the same for a hundred years! So basically cash is 0% return and 0% standard deviation right?
  3. Kelly criterion is better if you believe market has exploitable inefficiencies but to adapt it to multivariant uncertain expectations and optimize portfolio is a little challenging.
  4. Superb.. thnk you Sir :)
  5. absolutely incredible lecture.
  6. Why is the standard deviation of the lottery close to 0, not 100?
  7. he is incredible
  8. Thank you very much MIT for sharing this knowledge. Jake Xia, excellent teaching.
  9. 1:16:00 onward is all you need to know.
  10. Surprising!! Institute like MIT still use chalk to write on board, in the world of markers. Anyways smart lecture.
  11. Why is cash positive return?
  12. This professor is amazing
  13. About rebalance the portfolio (54:50) i wouldn't sell, just buy the lowest asset in order to balance and therefore avoid paying comissions and taxes (assuming all the assets are good asset to keep in the portfolio)
  14. great teacher really helped, thanks
  15. Amazing lecture... However, the teacher looks like Jet Li lol :)
  16. Nice Lesson,good Presentation.
  17. Why is cash positive return and zero variance? I thought the value of cash was a function of inflation.
  18. he spelt commodities wrong
  19. all this and still cant beat an index
  20. Why is the standard deviation for a coin flip 100% ?


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