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
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More courses at http://ocw.mit.edu
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@nwdhr3468
2025 here
@Kuro1119-m5v
simply but on point lecture and explanation I would like to read his written finance textbook
@miraclepik
Me in 2025
@evanfernandes485
Bro is totaly wrong what he said about physics
@arnontillmann
Could I use this for other types of portfolios? Not only in pure Financial assets, but for any products portfolio.
@lisaprince1313
this is a serious individual conducting this lecture
@alejandropoirier6493
Who came here from instagram?
@elliot_waves3385
Anyone in 2025
@jonathanmartinez7557
I don't understand but we here
@mujeebaly
20:19
@Tomteluva82
very informative!
@abdul_kobi
This guy is a financial genius
@maystephens1716
Best free education ever, thanks MIT!
@iamheenakohli
amazing course
@JerickChen-d4
Thanks for your reply 👍
@PaidYT2025
The risk rewards graph seems incorrect!
@ssj9863
😊
@sgrmul6176
How would lottery have SD close to 0?
@josefyuri171
Overall, 51% of traders think this year would favor stocks, mutual funds, and other equity-based investments, despite Treasury yields and other safer cash-like investments paying big. I’m looking for opportunities in the market that could fetch me $1m ahead of retirement by 2026
@garbeleung5237
Why is the standard deviation of the lottery shown as being close to zero? Shouldn’t it actually be extremely high?
@BRichard312
This approach to investing quite frankly, in my opinion, is somewhat dated. As a Data Scientist, the goal of portfolio management has nothing to do with expected returns or what you will be making in 5 years or 10 years time. I'm not sure in a NON-LINEAR system like the stock market is why that would be pursued. You are not going to get it right – EVER. I don't think you will even be close in terms of prediction.
In the NEW way of investing, post 2022, the objective of portfolio management is to increase the portfolio's market value relative to the returns. That's it. Now, how you do that takes a lot of portfolio knowledge but that, to me is the grand objective of all market investing. If you focus too much on returns, you will lose market value and vice versa. This is where the art of investing is truly realized, because it is the most difficult aspect of investing to get right.
No one cares about what you think you will make in a year or 5 years. It's all an estimate at best. You can calculate that but I'm not sure what the value proposition is for doing that. Start with 1M and a brokerage account and you can expect to make about 7-10% a month on that money if you know what you are doing. That's the extent of estimating.
@Miguel1-j9y
❤
@magellanjimenez8238
Here in 2025
@samuelfebriannababan9147
anyone in 2025???
@SB-md2km
He spelled commodities wrong…
@TeaWithBud
It's crazy that gold would be listed like that as just another commodity.
It performed very differently over the last four years.
It's now on its way to being remonetized at the international settlement level.
Also, it's fucking gold.
@austinb3560
Bro said very simple math 😂
@daniil-v3h
Лв опять напился
@mohammadrahmaty521
no BTC at that time 🙂
@АзаматШарипов-м2ч
Isn’t standard deviation of coin flip 50%?
@crux.earwig
Anyone in 2026 ???