- Видео 185
- Просмотров 127 974
Reza Houston at Ball State
США
Добавлен 5 янв 2019
I'm an Assistant Professor of Finance at Ball State University in Indiana. I teach portfolio management and the fundamentals of finance. I do research in government contracting, political economy, and other areas of finance. I also enjoy valuing securities. I'm using this channel to make my lectures available to anyone who is interested.
Modern Portfolio Theory Part 2: Asset Allocation
In this video, I discuss the asset allocation step of MPT for my Introduction to Investments students. I also walk through an example in Excel.
Просмотров: 39
Видео
Mean-Variance Optimization
Просмотров 3514 дней назад
In this video, I introduce the first step of Modern Portfolio Theory (security selection). This step involves mean-variance optimization.
Arbitrage Pricing Theory
Просмотров 6914 дней назад
I introduce arbitrage pricing theory (APT) in this video. I discuss one of the most famous models. I also discuss issues with the CAPM. Finally, I use a five-factor model to test whether a fund has outperformed the market.
The CAPM in the Real World
Просмотров 6614 дней назад
In this video, I show the differences between the model form and regression form of the CAPM. I also show how we use regression to estimate alpha and beta.
The Theory Behind the CAPM
Просмотров 5614 дней назад
In this video, I introduce the CAPM. I describe the logic behind the model. I discuss the basics of the model and review the security market line.
Using MPT to Optimize a Portfolio
Просмотров 7614 дней назад
In this video, I demonstrate how we can use the Modern Portfolio Theory to optimize a portfolio. I use a simple 3-asset portfolio (2 risky assets and a T-bill) and complete both steps.
Modern Portfolio Theory Part 2: Asset Allocation
Просмотров 11414 дней назад
In this video, I discuss the asset allocation step of Modern Portfolio Theory: asset allocation. I walk through concepts like utility functions and risk aversion.
Modern Portfolio Theory Part 1: Security Selection
Просмотров 8321 день назад
In this video, I discuss the security selection step of MPT. I explain the optimal portfolio weights.
Portfolio Objectives and Techniques
Просмотров 6721 день назад
In this video, I discuss the differences between portfolio management strategies. I also introduce the Modern Portfolio Theory.
Quantitative Techniques in Portfolio Management
Просмотров 2021 день назад
In this video, I review some of the most important calculations used in the Modern Portfolio Theory.
Dividends, Repurchases, and Other Events
Просмотров 1621 день назад
In this video, I discuss the basics of dividends, share buybacks, stock splits, and spin-offs.
The Basics of Common Equity
Просмотров 1221 день назад
In this video, I'll discuss the most important information concerning common equity. I provide a lot of commonly-used industry terms and discuss the relationship between the intrinsic value, target price, and market price of a stock.
How Do We Manage Portfolios?
Просмотров 2521 день назад
I walk through some of the most prominent portfolio management techniques in this video. I mention trends in portfolio management.
Anomalies and Multifactor Models
Просмотров 921 день назад
In this video, I discuss the problems with the CAPM and the models that have been developed since its development. I also discuss anomalies and how to identify them.
Using the CAPM in the Real World
Просмотров 1921 день назад
In this video, I discuss how to estimate the components of the CAPM using real-world data and introduce alpha.
How Do We Use Historical Time-Series Data?
Просмотров 4121 день назад
How Do We Use Historical Time-Series Data?