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| 0_Assignment_1_Computations.html |
55.84KB |
| 0_Midterm_Exam.html |
159.42KB |
| 01_1.0_Week_1_Introduction_0-58.mp4 |
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| 01_1.1_Future_Value_Present_Value_and_Compounding_17-02.mp4 |
53.51MB |
| 01_1.1_Future_Value_Present_Value_and_Compounding_17-02.srt |
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| 01_1.1_Future_Value_Present_Value_and_Compounding_17-02.txt |
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| 01_1.7_Continuously_Compounded_Returns_15-55.mp4 |
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| 01_1.7_Continuously_Compounded_Returns_15-55.srt |
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| 01_1.7_Continuously_Compounded_Returns_15-55.txt |
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| 01_1.9_Simple_Returns_4-01.mp4 |
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| 01_1.9_Simple_Returns_4-01.srt |
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| 01_1.9_Simple_Returns_4-01.txt |
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| 01_10.0_Week_10_Introduction_1-50.mp4 |
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| 01_10.0_Week_10_Introduction_1-50.srt |
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| 01_10.6_Sharpes_Single_Index_Model_10-48.mp4 |
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| 01_2.12_Value_at_Risk_19-48.mp4 |
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| 01_3.0_Week_3_Introduction_1-04.mp4 |
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| 01_3.8_Matrix_Algebra-_Review_Part_1_17-02.mp4 |
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| 01_4.0_Week_4_Introduction_2-11.mp4 |
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| 01_4.3_Time_Series_Concepts_16-48.mp4 |
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| 01_4.3_Time_Series_Concepts_16-48.txt |
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| 01_5.0_Week_5_Introduction.mp4 |
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| 01_6.0_Week_6_Introduction.mp4 |
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| 01_7.0_Week_7_Introduction_2-43.mp4 |
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| 01_7.4_Hypothesis_Testing-_Introduction_8-29.mp4 |
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| 01_8.0_Week_8_Introduction_2-57.mp4 |
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| 01_8.0_Week_8_Introduction_2-57.srt |
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| 01_9.0_Week_9_Introduction_3-59.mp4 |
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| 01_9.12_Statistical_Analysis_of_Efficient_Portfolios_8-35.mp4 |
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| 01_9.12_Statistical_Analysis_of_Efficient_Portfolios_8-35.srt |
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| 01_9.12_Statistical_Analysis_of_Efficient_Portfolios_8-35.txt |
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| 01_9.7_Portfolio_Theory_with_No_Short_Sales_13-15.mp4 |
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| 01_9.7_Portfolio_Theory_with_No_Short_Sales_13-15.srt |
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| 01_9.7_Portfolio_Theory_with_No_Short_Sales_13-15.txt |
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| 01 Welcome to Introduction to Computational Finance and Financial Econometrics 13-14 mp4 |
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| 02_1.10_Getting_Financial_Data_from_Yahoo_10-26.mp4 |
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| 02_1.10_Getting_Financial_Data_from_Yahoo_10-26.srt |
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| 02_1.10_Getting_Financial_Data_from_Yahoo_10-26.txt |
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| 02_1.2_Asset_Returns_16-53.mp4 |
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| 02_1.2_Asset_Returns_16-53.srt |
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| 02_1.2_Asset_Returns_16-53.txt |
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| 02_1.8_CC_Portfolio_Returns_and_Inflation_5-50.mp4 |
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| 02_1.8_CC_Portfolio_Returns_and_Inflation_5-50.srt |
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| 02_1.8_CC_Portfolio_Returns_and_Inflation_5-50.txt |
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| 02_10.1_Portfolio_Risk_Budgeting_10-59.mp4 |
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| 02_10.1_Portfolio_Risk_Budgeting_10-59.srt |
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| 02_10.1_Portfolio_Risk_Budgeting_10-59.txt |
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| 02_10.7_Statistical_Properties_of_the_Single_Index_Model_12-20.mp4 |
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| 02_10.7_Statistical_Properties_of_the_Single_Index_Model_12-20.srt |
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| 02_10.7_Statistical_Properties_of_the_Single_Index_Model_12-20.txt |
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| 02_2.1_Univariate_Random_Variables_20-11.mp4 |
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| 02_2.1_Univariate_Random_Variables_20-11.srt |
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| 02_3.1_Location-scale_Model_12-15.mp4 |
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| 02_3.9_Matrix_Algebra-_Review_Part_2_20-10.txt |
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| 02_4.1_Matrix_Algebra-_Portfolio_Math_21-14.mp4 |
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| 02_4.1_Matrix_Algebra-_Portfolio_Math_21-14.srt |
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| 02_4.1_Matrix_Algebra-_Portfolio_Math_21-14.txt |
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| 02_4.4_Autocorrelation_9-14.mp4 |
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| 02_4.4_Autocorrelation_9-14.srt |
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| 02_4.4_Autocorrelation_9-14.txt |
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| 02_5.1_Covariance_Stationarity_11-28.mp4 |
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| 02_5.1_Covariance_Stationarity_11-28.srt |
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| 02_5.1_Covariance_Stationarity_11-28.txt |
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| 02_6.1_Constant_Expected_Return_Model_14-07.mp4 |
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| 02_6.1_Constant_Expected_Return_Model_14-07.srt |
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| 02_6.1_Constant_Expected_Return_Model_14-07.txt |
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| 02_7.1_Bootstrap_26-06.mp4 |
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| 02_7.1_Bootstrap_26-06.srt |
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| 02_7.1_Bootstrap_26-06.txt |
21.84KB |
| 02_7.5_Hypothesis_Testing-_Overview_9-06.mp4 |
26.65MB |
| 02_7.5_Hypothesis_Testing-_Overview_9-06.srt |
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| 02_7.5_Hypothesis_Testing-_Overview_9-06.txt |
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| 02_8.1_Introduction_to_Portfolio_Theory_14-35.mp4 |
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| 02_8.1_Introduction_to_Portfolio_Theory_14-35.srt |
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| 02_8.1_Introduction_to_Portfolio_Theory_14-35.txt |
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| 02_9.1_Computing_the_Portfolio_Frontier_26-53.mp4 |
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| 02_9.1_Computing_the_Portfolio_Frontier_26-53.srt |
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| 02_9.1_Computing_the_Portfolio_Frontier_26-53.txt |
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| 02_9.13_Bootstrapping_Efficient_Portfolios_22-01.mp4 |
10.09MB |
| 02_9.13_Bootstrapping_Efficient_Portfolios_22-01.srt |
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| 02_9.13_Bootstrapping_Efficient_Portfolios_22-01.txt |
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| 02_9.8_R_packages_for_Portfolio_Theory_6-43.mp4 |
18.13MB |
| 02_9.8_R_packages_for_Portfolio_Theory_6-43.srt |
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| 02_9.8_R_packages_for_Portfolio_Theory_6-43.txt |
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| 03_1.11_Return_Calculations_6-21.mp4 |
17.48MB |
| 03_1.11_Return_Calculations_6-21.srt |
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| 03_1.11_Return_Calculations_6-21.txt |
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| 03_1.3_Portfolio_Returns_9-12.mp4 |
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| 03_1.3_Portfolio_Returns_9-12.srt |
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| 03_1.3_Portfolio_Returns_9-12.txt |
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| 03_10.2_Eulers_Theorem_and_Risk_Decomposition_17-20.mp4 |
33.38MB |
| 03_10.2_Eulers_Theorem_and_Risk_Decomposition_17-20.srt |
22.95KB |
| 03_10.2_Eulers_Theorem_and_Risk_Decomposition_17-20.txt |
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| 03_10.8_Decomposition_of_Total_Variance_9-42.mp4 |
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| 03_10.8_Decomposition_of_Total_Variance_9-42.srt |
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| 03_10.8_Decomposition_of_Total_Variance_9-42.txt |
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| 03_2.2_Cumulative_Distribution_Function_8-42.mp4 |
23.33MB |
| 03_2.2_Cumulative_Distribution_Function_8-42.srt |
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| 03_2.2_Cumulative_Distribution_Function_8-42.txt |
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| 03_3.2_Bivariate_Discrete_Distributions_14-18.mp4 |
45.60MB |
| 03_3.2_Bivariate_Discrete_Distributions_14-18.srt |
18.53KB |
| 03_3.2_Bivariate_Discrete_Distributions_14-18.txt |
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| 03_4.2_Matrix_Algebra-_Bivariate_Normal_7-26.mp4 |
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| 03_4.2_Matrix_Algebra-_Bivariate_Normal_7-26.srt |
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| 03_4.2_Matrix_Algebra-_Bivariate_Normal_7-26.txt |
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| 03_4.5_White_Noise_Processes_12-31.mp4 |
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| 03_4.5_White_Noise_Processes_12-31.srt |
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| 03_4.5_White_Noise_Processes_12-31.txt |
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| 03_5.2_Histograms_11-33.mp4 |
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| 03_5.2_Histograms_11-33.srt |
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| 03_5.2_Histograms_11-33.txt |
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| 03_6.2_Simulating_Data_12-14.mp4 |
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| 03_6.2_Simulating_Data_12-14.srt |
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| 03_6.2_Simulating_Data_12-14.txt |
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| 03_7.2_Performing_the_Bootstrap_in_R_18-10.mp4 |
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| 03_7.2_Performing_the_Bootstrap_in_R_18-10.srt |
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| 03_7.2_Performing_the_Bootstrap_in_R_18-10.txt |
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| 03_7.6_Hypothesis_Testing-_CER_Model_10-47.mp4 |
31.63MB |
| 03_7.6_Hypothesis_Testing-_CER_Model_10-47.srt |
15.35KB |
| 03_7.6_Hypothesis_Testing-_CER_Model_10-47.txt |
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| 03_8.2_Portfolio_Examples_6-08.mp4 |
12.89MB |
| 03_8.2_Portfolio_Examples_6-08.srt |
8.38KB |
| 03_8.2_Portfolio_Examples_6-08.txt |
5.32KB |
| 03_9.14_Efficient_Portfolios_Over_Time_18-01.mp4 |
42.91MB |
| 03_9.14_Efficient_Portfolios_Over_Time_18-01.srt |
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| 03_9.14_Efficient_Portfolios_Over_Time_18-01.txt |
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| 03_9.2_Computing_the_Tangency_Portfolio_22-11.mp4 |
46.19MB |
| 03_9.2_Computing_the_Tangency_Portfolio_22-11.srt |
25.27KB |
| 03_9.2_Computing_the_Tangency_Portfolio_22-11.txt |
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| 03_9.9_Using_Solve.QP_in_R_10-19.mp4 |
23.52MB |
| 03_9.9_Using_Solve.QP_in_R_10-19.srt |
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| 03_9.9_Using_Solve.QP_in_R_10-19.txt |
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| 04_1.12_Growth_of_1_6-58.mp4 |
17.28MB |
| 04_1.12_Growth_of_1_6-58.srt |
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| 04_1.12_Growth_of_1_6-58.txt |
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| 04_1.4_Dividends_4-00.mp4 |
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| 04_1.4_Dividends_4-00.srt |
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| 04_1.4_Dividends_4-00.txt |
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| 04_10.3_Risk_Decomposition_for_Portfolio_Volatility_9-12.mp4 |
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| 04_10.3_Risk_Decomposition_for_Portfolio_Volatility_9-12.srt |
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| 04_10.3_Risk_Decomposition_for_Portfolio_Volatility_9-12.txt |
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| 04_10.9_The_Single_Index_Model_and_Portfolios_7-51.mp4 |
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| 04_10.9_The_Single_Index_Model_and_Portfolios_7-51.srt |
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| 04_10.9_The_Single_Index_Model_and_Portfolios_7-51.txt |
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| 04_2.3_Quantiles_7-50.mp4 |
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| 04_2.3_Quantiles_7-50.srt |
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| 04_3.3_Bivariate_Continuous_Distributions_14-15.mp4 |
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| 04_3.3_Bivariate_Continuous_Distributions_14-15.srt |
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| 04_3.3_Bivariate_Continuous_Distributions_14-15.txt |
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| 04_4.6_Nonstationary_Processes_17-29.mp4 |
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| 04_4.6_Nonstationary_Processes_17-29.srt |
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| 04_4.6_Nonstationary_Processes_17-29.txt |
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| 04_5.3_Sample_Statistics_15-24.mp4 |
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| 04_5.3_Sample_Statistics_15-24.srt |
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| 04_6.3_Random_Walk_Model_5-38.mp4 |
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| 04_7.3_Boostrapping_VaR_8-44.mp4 |
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| 04_7.7_Chi-square_and_Students_t_distributions_5-16.mp4 |
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| 04_7.7_Chi-square_and_Students_t_distributions_5-16.srt |
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| 04_7.7_Chi-square_and_Students_t_distributions_5-16.txt |
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| 04_8.3_Portfolio_Value-at-Risk_6-11.mp4 |
12.73MB |
| 04_8.3_Portfolio_Value-at-Risk_6-11.srt |
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| 04_8.3_Portfolio_Value-at-Risk_6-11.txt |
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| 04_9.10_Global_minimum_variance_8-16.mp4 |
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| 04_9.10_Global_minimum_variance_8-16.srt |
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| 04_9.10_Global_minimum_variance_8-16.txt |
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| 04_9.3_Mutual_Fund_Separation_Theorem_and_Examples_11-04.mp4 |
21.64MB |
| 04_9.3_Mutual_Fund_Separation_Theorem_and_Examples_11-04.srt |
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| 04_9.3_Mutual_Fund_Separation_Theorem_and_Examples_11-04.txt |
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| 05_1.5_Inflation_4-57.mp4 |
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| 05_1.5_Inflation_4-57.srt |
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| 05_1.5_Inflation_4-57.txt |
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| 05_10.10_Estimating_the_Single_Index_Model_12-33.mp4 |
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| 05_10.10_Estimating_the_Single_Index_Model_12-33.srt |
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| 05_10.10_Estimating_the_Single_Index_Model_12-33.txt |
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| 05_10.4_Using_and_Interpreting_Marginal_Contribution_to_Risk_12-11.mp4 |
23.36MB |
| 05_10.4_Using_and_Interpreting_Marginal_Contribution_to_Risk_12-11.srt |
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| 05_10.4_Using_and_Interpreting_Marginal_Contribution_to_Risk_12-11.txt |
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| 05_2.4_Standard_Normal_Distribution_16-02.mp4 |
43.61MB |
| 05_2.4_Standard_Normal_Distribution_16-02.srt |
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| 05_2.4_Standard_Normal_Distribution_16-02.txt |
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| 05_3.4_Covariance_19-16.mp4 |
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| 05_3.4_Covariance_19-16.srt |
22.56KB |
| 05_3.4_Covariance_19-16.txt |
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| 05_4.7_Moving_Average_Processes_25-45.mp4 |
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| 05_4.7_Moving_Average_Processes_25-45.txt |
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| 05_5.4_Empirical_CDF_and_QQ_plots_12-00.mp4 |
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| 05_5.4_Empirical_CDF_and_QQ_plots_12-00.srt |
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| 05_5.4_Empirical_CDF_and_QQ_plots_12-00.txt |
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| 05_6.4_Estimating_Parameters_of_CER_18-59.mp4 |
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| 05_6.4_Estimating_Parameters_of_CER_18-59.srt |
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| 05_6.4_Estimating_Parameters_of_CER_18-59.txt |
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| 05_7.8_Test_of_Specific_Coefficient_Value_26-07.mp4 |
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| 05_7.8_Test_of_Specific_Coefficient_Value_26-07.srt |
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| 05_7.8_Test_of_Specific_Coefficient_Value_26-07.txt |
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| 05_8.4_Portfolio_Frontier_10-28.mp4 |
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| 05_8.4_Portfolio_Frontier_10-28.srt |
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| 05_8.4_Portfolio_Frontier_10-28.txt |
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| 05_9.11_Efficient_Frontier_8-56.mp4 |
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| 05_9.11_Efficient_Frontier_8-56.txt |
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| 05_9.4_Portfolio_Analysis_in_R_8-43.mp4 |
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| 05_9.4_Portfolio_Analysis_in_R_8-43.srt |
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| 05_9.4_Portfolio_Analysis_in_R_8-43.txt |
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| 06_1.6_Annualizing_Returns_5-32.mp4 |
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| 06_1.6_Annualizing_Returns_5-32.txt |
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| 06_10.11_Examples_with_the_Single_Index_Model_18-03.mp4 |
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| 06_10.11_Examples_with_the_Single_Index_Model_18-03.srt |
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| 06_10.11_Examples_with_the_Single_Index_Model_18-03.txt |
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| 06_10.5_Beta_19-14.mp4 |
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| 06_10.5_Beta_19-14.srt |
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| 06_10.5_Beta_19-14.txt |
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| 06_2.5_Expected_Value_and_Standard_Deviation_19-58.mp4 |
53.74MB |
| 06_2.5_Expected_Value_and_Standard_Deviation_19-58.srt |
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| 06_2.5_Expected_Value_and_Standard_Deviation_19-58.txt |
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| 06_3.5_Correlation_and_the_Bivariate_Normal_Distribution_11-59.mp4 |
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| 06_3.5_Correlation_and_the_Bivariate_Normal_Distribution_11-59.srt |
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| 06_3.5_Correlation_and_the_Bivariate_Normal_Distribution_11-59.txt |
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| 06_4.8_Autoregressive_Processes_Part_1_3-19.mp4 |
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| 06_4.8_Autoregressive_Processes_Part_1_3-19.txt |
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| 06_5.5_Outliers_Part_1_7-15.txt |
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