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Mathematical Portfolio Theory

Business

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Mathematical Portfolio Theory Intro Video

Lec 1 Probability space and their properties Random variables

Lec 2 Mean variance covariance and their properties

Lec 3   Linear regression Binomial and normal distribution Central Limit Theorem

Lec 4   Financial markets

Lec 5   Bonds and stocks

Lec 6   Binomial and geometric Brownian motion gBm asset pricing models

Lec 7   Expected return risk and covariance of returns

Lec 8   Expected return and risk of a portfolio Minimum variance portfolio

Lec 9 Multi asset portfolio and Efficient frontier

Lec 10 Capital Market Line and Derivation of efficient frontier

Lec 11 Capital Asset Pricing Model and Single index model

Lec 12 Portfolio performance analysis

Lec 13 Utility functions and expected utility

Lec 14   Risk preferences of investors

Lec 15 Absolute Risk Aversion and Relative Risk Aversion

Lec 16 Portfolio theory with utility functions

Lec 17 Geometric Mean Return and Roy s Safety First Criterion

Lec 18   Kataoka s Safety First Criterion and Telser s Safety First Criterion

Lec 19 Semi variance framework

Lec 20 Stochastic dominance First order stochastic dominance

Lec 21 Second order stochastic dominance and Third order stochastic dominance

Lec 22 Discrete time model and utility function

Lec 23 Optimal portfolio for single period discrete time model

Lec 24 Optimal portfolio for multi period discrete time model Discrete Dynamic Programming

Lec 25 Continuous time model Hamilton Jacobi Bellman PDE

Lec 26 Hamilton Jacobi Bellman PDE Duality Martingale Approach

Lec 27 Duality Martingale Approach in Discrete and Continuous Time

Lec 28 Interest rates and bonds Duration

Lec 29 Duration Immunization

Lec 30 Convexity Hedging and Immunization

Lec 31 Quantiles and their properties

Lec 32 Value at Risk and its properties

Lec 33 Average Value at Risk and its properties

Lec 34 Asset allocation

Lec 35 Portfolio optimization

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.

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