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Introduction to Computational Finance and Financial Econometrics

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文件列表

  1. 14 - 2 - 7.1 Bootstrap (2606).mp4 81MB
  2. 11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp4 78MB
  3. 15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp4 77MB
  4. 12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4 76MB
  5. 12 - 6 - 5.5 Outliers Part 1 (715).mp4 75MB
  6. 15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4 74MB
  7. 12 - 8 - 5.7 Graphical Measures (2317).mp4 70MB
  8. 13 - 8 - 6.7 Standard Errors (2212).mp4 69MB
  9. 11 - 5 - 4.7 Moving Average Processes (2545).mp4 65MB
  10. 13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4 57MB
  11. 9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp4 57MB
  12. 8 - 8 - 3.7 Portfolio Example (1920).mp4 56MB
  13. 14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp4 55MB
  14. 6 - 2 - 2.1 Univariate Random Variables (2011).mp4 54MB
  15. 7 - 1 - 2.12 Value at Risk (1948).mp4 54MB
  16. 6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp4 54MB
  17. 3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4 54MB
  18. 8 - 5 - 3.4 Covariance (1916).mp4 53MB
  19. 10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4 53MB
  20. 19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4 52MB
  21. 17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp4 52MB
  22. 3 - 2 - 1.2 Asset Returns (1653).mp4 49MB
  23. 11 - 4 - 4.6 Nonstationary Processes (1729).mp4 48MB
  24. 12 - 4 - 5.3 Sample Statistics (1524).mp4 47MB
  25. 17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4 46MB
  26. 8 - 3 - 3.2 Bivariate Discrete Distributions (1418).mp4 46MB
  27. 11 - 1 - 4.3 Time Series Concepts (1648).mp4 46MB
  28. 9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4 45MB
  29. 13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4 44MB
  30. 21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4 44MB
  31. 6 - 5 - 2.4 Standard Normal Distribution (1602).mp4 44MB
  32. 19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4 43MB
  33. 4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4 42MB
  34. 8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp4 42MB
  35. 13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4 42MB
  36. 6 - 10 - 2.9 Skewness and Kurtosis (1539).mp4 41MB
  37. 13 - 10 - 6.9 Confidence Intervals (1247).mp4 40MB
  38. 13 - 2 - 6.1 Constant Expected Return Model (1407).mp4 40MB
  39. 17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp4 40MB
  40. 11 - 3 - 4.5 White Noise Processes (1231).mp4 39MB
  41. 21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4 38MB
  42. 12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp4 38MB
  43. 8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp4 38MB
  44. 12 - 2 - 5.1 Covariance Stationarity (1128).mp4 38MB
  45. 6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).mp4 37MB
  46. 16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4 36MB
  47. 16 - 10 - 8.9 Tangency Portfolio (1733).mp4 36MB
  48. 12 - 3 - 5.2 Histograms (1133).mp4 35MB
  49. 20 - 6 - 10.5 Beta (1914).mp4 34MB
  50. 16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4 34MB
  51. 13 - 6 - 6.5 Bias and Precision (1302).mp4 34MB
  52. 20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4 33MB
  53. 13 - 3 - 6.2 Simulating Data (1214).mp4 33MB
  54. 18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4 33MB
  55. 16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4 32MB
  56. 15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp4 32MB
  57. 16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4 30MB
  58. 8 - 2 - 3.1 Location-scale Model (1215).mp4 29MB
  59. 8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp4 29MB
  60. 6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp4 28MB
  61. 17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp4 28MB
  62. 14 - 4 - 7.3 Boostrapping VaR (844).mp4 27MB
  63. 5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4 27MB
  64. 21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4 27MB
  65. 3 - 3 - 1.3 Portfolio Returns (912).mp4 27MB
  66. 15 - 2 - 7.5 Hypothesis Testing Overview (906).mp4 27MB
  67. 16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4 27MB
  68. 15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4 26MB
  69. 21 - 5 - 10.10 Estimating the Single Index Model (1233).mp4 25MB
  70. 15 - 6 - 7.9 Test for Normal Distribution (836).mp4 25MB
  71. 1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4 24MB
  72. 11 - 2 - 4.4 Autocorrelation (914).mp4 24MB
  73. 16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp4 24MB
  74. 20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4 24MB
  75. 18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4 24MB
  76. 21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4 23MB
  77. 20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4 23MB
  78. 6 - 3 - 2.2 Cumulative Distribution Function (842).mp4 23MB
  79. 18 - 5 - 9.11 Efficient Frontier (856).mp4 23MB
  80. 12 - 7 - 5.6 Outliers Part 2 (739).mp4 22MB
  81. 13 - 12 - 6.11 Value at Risk in CER model (736).mp4 22MB
  82. 18 - 4 - 9.10 Global minimum variance (816).mp4 22MB
  83. 17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp4 22MB
  84. 10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp4 22MB
  85. 17 - 5 - 9.4 Portfolio Analysis in R (843).mp4 21MB
  86. 19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4 21MB
  87. 21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4 20MB
  88. 16 - 5 - 8.4 Portfolio Frontier (1028).mp4 20MB
  89. 6 - 4 - 2.3 Quantiles (750).mp4 20MB
  90. 16 - 11 - 8.10 Examples (1011).mp4 19MB
  91. 16 - 6 - 8.5 Efficient Portfolios (1000).mp4 19MB
  92. 20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4 19MB
  93. 21 - 3 - 10.8 Decomposition of Total Variance (942).mp4 18MB
  94. 18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4 18MB
  95. 21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4 18MB
  96. 5 - 3 - 1.11 Return Calculations (621).mp4 17MB
  97. 5 - 4 - 1.12 Growth of 1 (658).mp4 17MB
  98. 4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4 17MB
  99. 13 - 4 - 6.3 Random Walk Model (538).mp4 17MB
  100. 15 - 7 - 7.10 Test for No Autocorrelation (536).mp4 17MB
  101. 6 - 7 - 2.6 General Normal Distribution (623).mp4 16MB
  102. 3 - 6 - 1.6 Annualizing Returns (532).mp4 14MB
  103. 21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4 14MB
  104. 6 - 11 - 2.10 Students-t Distribution (552).mp4 14MB
  105. 15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4 14MB
  106. 3 - 5 - 1.5 Inflation (457).mp4 13MB
  107. 16 - 3 - 8.2 Portfolio Examples (608).mp4 13MB
  108. 13 - 1 - 6.0 Week 6 Introduction.mp4 13MB
  109. 16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp4 13MB
  110. 21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4 13MB
  111. 6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).mp4 12MB
  112. 3 - 4 - 1.4 Dividends (400).mp4 12MB
  113. 16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4 12MB
  114. 12 - 1 - 5.0 Week 5 Introduction.mp4 12MB
  115. 21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4 12MB
  116. 5 - 1 - 1.9 Simple Returns (401).mp4 12MB
  117. 17 - 1 - 9.0 Week 9 Introduction (359).mp4 11MB
  118. 11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp4 9MB
  119. 16 - 1 - 8.0 Week 8 Introduction (257).mp4 8MB
  120. 14 - 1 - 7.0 Week 7 Introduction (243).mp4 8MB
  121. 10 - 1 - 4.0 Week 4 Introduction (211).mp4 7MB
  122. 21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4 7MB
  123. 16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4 5MB
  124. 20 - 1 - 10.0 Week 10 Introduction (150).mp4 5MB
  125. 0 - Resources/R Introduction.pdf 4MB
  126. 8 - 1 - 3.0 Week 3 Introduction (104).mp4 4MB
  127. 13 - 7 - 6.6 Mean Squared Error (122).mp4 3MB
  128. 6 - 1 - 2.0 Week 2 Introduction (106).mp4 3MB
  129. 2 - 1 - 1.0 Week 1 Introduction (058).mp4 2MB
  130. 0 - Resources/An Introduction to R.pdf 608KB
  131. 0 - Resources/R Descriptive Statistics Examples.pdf 575KB
  132. 0 - Resources/Descriptive Statistics Examples for Daily Data.pdf 572KB
  133. 0 - Resources/R for Beginners.pdf 530KB
  134. 0 - Resources/Single Index Model Examples.pdf 415KB
  135. 0 - Resources/Portfolio Theory with Matrices Examples.pdf 325KB
  136. 0 - Resources/PerformanceAnalytics Charts and Tables Reference.pdf 299KB
  137. 0 - Resources/Using mvtnorm.pdf 268KB
  138. 0 - Resources/R CER Model Examples.pdf 251KB
  139. 0 - Resources/probReview.xls.xls 238KB
  140. 0 - Resources/zoo_ An S3 Class and Methods for Indexed Totally Ordered Observations..pdf 226KB
  141. 0 - Resources/Portfolio Theory Examples.pdf 210KB
  142. 0 - Resources/xts_ Extensible Time Series.pdf 201KB
  143. 0 - Resources/IntroPortfolioTheory.xls.xls 192KB
  144. 0 - Resources/Return Calculations Examples.xls 166KB
  145. 0 - Resources/Week 2_ Probability Review.pdf 154KB
  146. 0 - Resources/Week 8_ Portfolio Theory with Matrices.pdf 141KB
  147. 0 - Resources/Week 6_ Constant Expected Return Model.pdf 139KB
  148. 0 - Resources/R Hypothesis Testing Examples.pdf 130KB
  149. 0 - Resources/Week 10_ Portfolio Risk Budgeting.pdf 126KB
  150. 0 - Resources/R Probability Examples.pdf 125KB
  151. 0 - Resources/Week 1_ Return Calculations (Updated 9 11 2012).pdf 123KB
  152. 0 - Resources/Week 3_ Matrix Review.pdf 119KB
  153. 0 - Resources/Week 8_ Introduction to Portfolio Theory.pdf 119KB
  154. 0 - Resources/Statistical Analysis of Efficient Portfolios.pdf 116KB
  155. 0 - Resources/Week 7_ Hypothesis Testing.pdf 113KB
  156. 0 - Resources/Week 10_ Estimating the Single Index Model.pdf 111KB
  157. 0 - Resources/3firmExample.xls.xls 108KB
  158. 0 - Resources/Week 3_ Probability Review Continued.pdf 99KB
  159. 0 - Resources/R Bootstrap Examples.pdf 98KB
  160. 0 - Resources/Week 5_ Descriptive Statistics.pdf 92KB
  161. 0 - Resources/R Time Series Examples.pdf 90KB
  162. 0 - Resources/R Examples for Portfolio Functions with no short sales.pdf 78KB
  163. 0 - Resources/Week 10_ Single Index Model.pdf 76KB
  164. 0 - Resources/Week 4_ Time Series Concepts.pdf 74KB
  165. 0 - Resources/zoo Quick Reference.pdf 71KB
  166. 0 - Resources/Week 9_ Portfolio Theory with No Short Sales.pdf 70KB
  167. 0 - Resources/Week 7_ Bootstrapping.pdf 64KB
  168. 0 - Resources/_index.webarchive 63KB
  169. 0 - Resources/Return Calulations in R.pdf 59KB
  170. 0 - Resources/Week 9_ Statistical Analysis of Efficient Portfolios.pdf 59KB
  171. 0 - Resources/R Portfolio Functions.pdf 52KB
  172. 0 - Resources/R Matrix Examples.pdf 37KB
  173. 17 - 2 - 9.1 Computing the Portfolio Frontier (2653).srt 36KB
  174. 14 - 2 - 7.1 Bootstrap (2606).srt 35KB
  175. 15 - 5 - 7.8 Test of Specific Coefficient Value (2607).srt 33KB
  176. 12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).srt 32KB
  177. 11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).srt 32KB
  178. 12 - 8 - 5.7 Graphical Measures (2317).srt 31KB
  179. 19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt 29KB
  180. 21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).srt 29KB
  181. 13 - 8 - 6.7 Standard Errors (2212).srt 28KB
  182. 11 - 5 - 4.7 Moving Average Processes (2545).srt 28KB
  183. 6 - 6 - 2.5 Expected Value and Standard Deviation (1958).srt 28KB
  184. 15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).srt 28KB
  185. 6 - 2 - 2.1 Univariate Random Variables (2011).srt 26KB
  186. 17 - 3 - 9.2 Computing the Tangency Portfolio (2211).srt 25KB
  187. 19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt 25KB
  188. 13 - 5 - 6.4 Estimating Parameters of CER (1859).srt 25KB
  189. 7 - 1 - 2.12 Value at Risk (1948).srt 25KB
  190. 8 - 8 - 3.7 Portfolio Example (1920).srt 25KB
  191. 16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).srt 25KB
  192. 9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt 24KB
  193. 21 - 6 - 10.11 Examples with the Single Index Model (1803).srt 24KB
  194. 20 - 6 - 10.5 Beta (1914).srt 24KB
  195. 20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt 23KB
  196. 8 - 5 - 3.4 Covariance (1916).srt 23KB
  197. 10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).srt 22KB
  198. 0 - Resources/singleIndexPrices.xls.xls 22KB
  199. 9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).srt 22KB
  200. 13 - 11 - 6.10 Monte Carlo Simulation (1527).srt 22KB
  201. 16 - 10 - 8.9 Tangency Portfolio (1733).srt 22KB
  202. 3 - 1 - 1.1 Future Value Present Value and Compounding (1702).srt 21KB
  203. 14 - 3 - 7.2 Performing the Bootstrap in R (1810).srt 21KB
  204. 16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).srt 21KB
  205. 16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).srt 21KB
  206. 12 - 4 - 5.3 Sample Statistics (1524).srt 21KB
  207. 16 - 2 - 8.1 Introduction to Portfolio Theory (1435).srt 21KB
  208. 11 - 4 - 4.6 Nonstationary Processes (1729).srt 21KB
  209. 16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).srt 21KB
  210. 6 - 5 - 2.4 Standard Normal Distribution (1602).srt 20KB
  211. 11 - 1 - 4.3 Time Series Concepts (1648).srt 20KB
  212. 4 - 1 - 1.7 Continuously Compounded Returns (1555).srt 20KB
  213. 3 - 2 - 1.2 Asset Returns (1653).srt 19KB
  214. 6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).srt 19KB
  215. 8 - 3 - 3.2 Bivariate Discrete Distributions (1418).srt 19KB
  216. 0 - Resources/cerModelExamples.r 19KB
  217. 6 - 10 - 2.9 Skewness and Kurtosis (1539).srt 18KB
  218. 13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt 18KB
  219. 17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).srt 18KB
  220. 16 - 7 - 8.6 Minimum Variance Portfolio (1243).srt 17KB
  221. 21 - 5 - 10.10 Estimating the Single Index Model (1233).srt 17KB
  222. 18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).srt 17KB
  223. 21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt 17KB
  224. 13 - 10 - 6.9 Confidence Intervals (1247).srt 17KB
  225. 0 - Resources/RIntro.r 17KB
  226. 8 - 4 - 3.3 Bivariate Continuous Distributions (1415).srt 17KB
  227. 20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt 16KB
  228. 13 - 2 - 6.1 Constant Expected Return Model (1407).srt 16KB
  229. 21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).srt 16KB
  230. 12 - 2 - 5.1 Covariance Stationarity (1128).srt 16KB
  231. 11 - 3 - 4.5 White Noise Processes (1231).srt 16KB
  232. 13 - 3 - 6.2 Simulating Data (1214).srt 15KB
  233. 15 - 3 - 7.6 Hypothesis Testing CER Model (1047).srt 15KB
  234. 0 - Resources/descriptiveStatistics.r 15KB
  235. 12 - 3 - 5.2 Histograms (1133).srt 15KB
  236. 0 - Resources/portfolio_noshorts.r 15KB
  237. 12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt 15KB
  238. 21 - 1 - 10.6 Sharpes Single Index Model (1048).srt 15KB
  239. 20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt 14KB
  240. 13 - 6 - 6.5 Bias and Precision (1302).srt 14KB
  241. 8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).srt 14KB
  242. 16 - 5 - 8.4 Portfolio Frontier (1028).srt 14KB
  243. 17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).srt 14KB
  244. 0 - Resources/probReview.r 14KB
  245. 5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt 13KB
  246. 0 - Resources/lab7.r 13KB
  247. 0 - Resources/portfolio.r 13KB
  248. 16 - 11 - 8.10 Examples (1011).srt 13KB
  249. 17 - 5 - 9.4 Portfolio Analysis in R (843).srt 13KB
  250. 19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt 13KB
  251. 18 - 3 - 9.9 Using Solve.QP() in R (1019).srt 13KB
  252. 20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt 12KB
  253. 21 - 3 - 10.8 Decomposition of Total Variance (942).srt 12KB
  254. 15 - 2 - 7.5 Hypothesis Testing Overview (906).srt 12KB
  255. 8 - 2 - 3.1 Location-scale Model (1215).srt 12KB
  256. 15 - 1 - 7.4 Hypothesis Testing Introduction (829).srt 12KB
  257. 6 - 12 - 2.11 Linear Functions of Random Variables (1113).srt 12KB
  258. 16 - 6 - 8.5 Efficient Portfolios (1000).srt 12KB
  259. 18 - 5 - 9.11 Efficient Frontier (856).srt 12KB
  260. 8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt 11KB
  261. 3 - 3 - 1.3 Portfolio Returns (912).srt 11KB
  262. 21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).srt 11KB
  263. 15 - 6 - 7.9 Test for Normal Distribution (836).srt 11KB
  264. 18 - 4 - 9.10 Global minimum variance (816).srt 11KB
  265. 11 - 2 - 4.4 Autocorrelation (914).srt 11KB
  266. 12 - 7 - 5.6 Outliers Part 2 (739).srt 10KB
  267. 14 - 4 - 7.3 Boostrapping VaR (844).srt 10KB
  268. 17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).srt 10KB
  269. 0 - Resources/matrixReview.xlsx.xlsx 10KB
  270. 6 - 3 - 2.2 Cumulative Distribution Function (842).srt 10KB
  271. 12 - 6 - 5.5 Outliers Part 1 (715).srt 10KB
  272. 16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).srt 10KB
  273. 13 - 12 - 6.11 Value at Risk in CER model (736).srt 9KB
  274. 0 - Resources/singleIndex.r 9KB
  275. 21 - 4 - 10.9 The Single Index Model and Portfolios (751).srt 9KB
  276. 0 - Resources/hypothesisTestingCER.r 9KB
  277. 18 - 2 - 9.8 R packages for Portfolio Theory (643).srt 9KB
  278. 6 - 4 - 2.3 Quantiles (750).srt 9KB
  279. 16 - 3 - 8.2 Portfolio Examples (608).srt 8KB
  280. 10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).srt 8KB
  281. 6 - 7 - 2.6 General Normal Distribution (623).srt 8KB
  282. 5 - 3 - 1.11 Return Calculations (621).srt 8KB
  283. 16 - 4 - 8.3 Portfolio Value-at-Risk (611).srt 8KB
  284. 0 - Resources/bootStrap.r 8KB
  285. 0 - Resources/lab5.r 8KB
  286. 21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt 8KB
  287. 6 - 11 - 2.10 Students-t Distribution (552).srt 8KB
  288. 5 - 4 - 1.12 Growth of 1 (658).srt 7KB
  289. 13 - 4 - 6.3 Random Walk Model (538).srt 7KB
  290. 15 - 7 - 7.10 Test for No Autocorrelation (536).srt 7KB
  291. 15 - 4 - 7.7 Chi-square and Students t distributions (516).srt 7KB
  292. 21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt 7KB
  293. 4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).srt 7KB
  294. 3 - 6 - 1.6 Annualizing Returns (532).srt 6KB
  295. 0 - Resources/returnCalculations.r 6KB
  296. 3 - 5 - 1.5 Inflation (457).srt 6KB
  297. 6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).srt 6KB
  298. 0 - Resources/timeSeriesConcepts.r 5KB
  299. 0 - Resources/lab8.r 5KB
  300. 0 - Resources/econ424lab1.r 5KB
  301. 3 - 4 - 1.4 Dividends (400).srt 5KB
  302. 21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).srt 5KB
  303. 5 - 1 - 1.9 Simple Returns (401).srt 5KB
  304. 0 - Resources/testport.r 5KB
  305. 0 - Resources/rollingPortfolios.r 4KB
  306. 14 - 1 - 7.0 Week 7 Introduction (243).srt 4KB
  307. 16 - 1 - 8.0 Week 8 Introduction (257).srt 4KB
  308. 11 - 6 - 4.8 Autoregressive Processes Part 1 (319).srt 4KB
  309. 0 - Resources/matrixReview.r 4KB
  310. 0 - Resources/lab9returns.csv.csv 3KB
  311. 10 - 1 - 4.0 Week 4 Introduction (211).srt 3KB
  312. 0 - Resources/lab8returns.csv.csv 3KB
  313. 0 - Resources/lab9.r 3KB
  314. 16 - 15 - Brief Comment about Excel Solver Add-in (212).srt 3KB
  315. 0 - Resources/portfolioTheoryNoShortSales.r 3KB
  316. 20 - 1 - 10.0 Week 10 Introduction (150).srt 2KB
  317. 0 - Resources/lab4.r 2KB
  318. 0 - Resources/cerExample.csv.csv 2KB
  319. 8 - 1 - 3.0 Week 3 Introduction (104).srt 2KB
  320. 6 - 1 - 2.0 Week 2 Introduction (106).srt 2KB
  321. 13 - 7 - 6.6 Mean Squared Error (122).srt 2KB
  322. 0 - Resources/lab3.r 1KB