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Mathematical Portfolio Theory

Track :

Business

Lessons no : 37

For Free Certificate After Complete The Course

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What will you learn in this course?
  • Develop mathematical models for portfolio optimization and asset allocation using modern portfolio theory techniques
  • Apply risk management strategies to minimize investment risks through quantitative analysis and diversification
  • Analyze financial data to construct efficient portfolios maximizing returns for given risk levels
  • Utilize mathematical tools to evaluate and improve investment performance and portfolio efficiency
  • Implement asset diversification strategies to reduce risk and enhance portfolio stability
  • Interpret market data and financial indicators to inform investment decision-making processes
  • Design algorithms for portfolio rebalancing based on mathematical optimization methods
  • Assess the impact of market volatility and correlations on portfolio risk and return
  • Apply statistical and mathematical techniques to optimize asset allocation in various market conditions
  • Use quantitative methods to measure and manage investment risk effectively
  • Create mathematical models to simulate different investment scenarios and outcomes
  • Integrate mathematical portfolio theory principles into real-world investment strategies

How to Get The Certificate

  • You must have an account Register
  • Watch All Lessons
  • Watch at least 50% of Lesson Duration
  • you can follow your course progress From Your Profile
  • You can Register With Any Course For Free
  • The Certificate is free !
Lessons | 37
Mathematical Portfolio Theory Intro Video
00:06:35

Mathematical Portfolio Theory Intro Video
Lec 1 Probability space and their properties Random variables
00:44:22

Lec 1 Probability space and their properties Random variables
Lec 2 Mean variance covariance and their properties
00:51:11

Lec 2 Mean variance covariance and their properties
Lec 3   Linear regression Binomial and normal distribution Central Limit Theorem
00:46:14

Lec 3   Linear regression Binomial and normal distribution Central Limit Theorem
Lec 4   Financial markets
00:52:29

Lec 4   Financial markets
Lec 5   Bonds and stocks
00:53:08

Lec 5   Bonds and stocks
Lec 6   Binomial and geometric Brownian motion gBm asset pricing models
01:00:58

Lec 6   Binomial and geometric Brownian motion gBm asset pricing models
Lec 7   Expected return risk and covariance of returns
00:54:02

Lec 7   Expected return risk and covariance of returns
Lec 8   Expected return and risk of a portfolio Minimum variance portfolio
00:50:06

Lec 8   Expected return and risk of a portfolio Minimum variance portfolio
Lec 9 Multi asset portfolio and Efficient frontier
00:51:26

Lec 9 Multi asset portfolio and Efficient frontier
Lec 10 Capital Market Line and Derivation of efficient frontier
00:51:36

Lec 10 Capital Market Line and Derivation of efficient frontier
Lec 11 Capital Asset Pricing Model and Single index model
00:53:58

Lec 11 Capital Asset Pricing Model and Single index model
Lec 12 Portfolio performance analysis
00:48:56

Lec 12 Portfolio performance analysis
Lec 13 Utility functions and expected utility
00:44:42

Lec 13 Utility functions and expected utility
Lec 14   Risk preferences of investors
00:52:48

Lec 14   Risk preferences of investors
Lec 15 Absolute Risk Aversion and Relative Risk Aversion
00:49:58

Lec 15 Absolute Risk Aversion and Relative Risk Aversion
Lec 16 Portfolio theory with utility functions
00:51:14

Lec 16 Portfolio theory with utility functions
Lec 17 Geometric Mean Return and Roy s Safety First Criterion
00:50:34

Lec 17 Geometric Mean Return and Roy s Safety First Criterion
Lec 18   Kataoka s Safety First Criterion and Telser s Safety First Criterion
00:51:48

Lec 18   Kataoka s Safety First Criterion and Telser s Safety First Criterion
Lec 19 Semi variance framework
00:49:09

Lec 19 Semi variance framework
Lec 20 Stochastic dominance First order stochastic dominance
00:52:36

Lec 20 Stochastic dominance First order stochastic dominance
Lec 21 Second order stochastic dominance and Third order stochastic dominance
00:42:46

Lec 21 Second order stochastic dominance and Third order stochastic dominance
Lec 22 Discrete time model and utility function
00:46:08

Lec 22 Discrete time model and utility function
Lec 23 Optimal portfolio for single period discrete time model
00:48:46

Lec 23 Optimal portfolio for single period discrete time model
Lec 24 Optimal portfolio for multi period discrete time model Discrete Dynamic Programming
00:50:04

Lec 24 Optimal portfolio for multi period discrete time model Discrete Dynamic Programming
Lec 25 Continuous time model Hamilton Jacobi Bellman PDE
00:48:01

Lec 25 Continuous time model Hamilton Jacobi Bellman PDE
Lec 26 Hamilton Jacobi Bellman PDE Duality Martingale Approach
00:45:40

Lec 26 Hamilton Jacobi Bellman PDE Duality Martingale Approach
Lec 27 Duality Martingale Approach in Discrete and Continuous Time
00:40:21

Lec 27 Duality Martingale Approach in Discrete and Continuous Time
Lec 28 Interest rates and bonds Duration
00:47:49

Lec 28 Interest rates and bonds Duration
Lec 29 Duration Immunization
00:52:11

Lec 29 Duration Immunization
Lec 30 Convexity Hedging and Immunization
00:51:51

Lec 30 Convexity Hedging and Immunization
Lec 31 Quantiles and their properties
00:49:29

Lec 31 Quantiles and their properties
Lec 32 Value at Risk and its properties
01:01:09

Lec 32 Value at Risk and its properties
Lec 33 Average Value at Risk and its properties
00:51:53

Lec 33 Average Value at Risk and its properties
Lec 34 Asset allocation
00:51:56

Lec 34 Asset allocation
Lec 35 Portfolio optimization
00:50:12

Lec 35 Portfolio optimization
Lec 36 Portfolio optimization with constraints Value at Risk Estimation and backtesting
00:58:38

Lec 36 Portfolio optimization with constraints Value at Risk Estimation and backtesting


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Mathematical Portfolio Theory course in hindi, in this course In this course, we explore the principles of portfolio optimization and risk management using mathematical models.