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14. Portfolio Theory

MIT OpenCourseWare

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

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14. Portfolio Theory | Knoovi