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| _index.webarchive |
63.15Кб |
| _index.webarchive |
137.44Кб |
| 10 - 1 - 4.0 Week 4 Introduction (211).mp4 |
7.48Мб |
| 10 - 1 - 4.0 Week 4 Introduction (211).srt |
3.22Кб |
| 10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4 |
52.61Мб |
| 10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).srt |
22.47Кб |
| 10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp4 |
21.61Мб |
| 10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).srt |
8.22Кб |
| 11 - 1 - 4.3 Time Series Concepts (1648).mp4 |
45.52Мб |
| 11 - 1 - 4.3 Time Series Concepts (1648).srt |
20.16Кб |
| 11 - 2 - 4.4 Autocorrelation (914).mp4 |
24.18Мб |
| 11 - 2 - 4.4 Autocorrelation (914).srt |
10.52Кб |
| 11 - 3 - 4.5 White Noise Processes (1231).mp4 |
38.73Мб |
| 11 - 3 - 4.5 White Noise Processes (1231).srt |
15.59Кб |
| 11 - 4 - 4.6 Nonstationary Processes (1729).mp4 |
47.63Мб |
| 11 - 4 - 4.6 Nonstationary Processes (1729).srt |
20.74Кб |
| 11 - 5 - 4.7 Moving Average Processes (2545).mp4 |
65.44Мб |
| 11 - 5 - 4.7 Moving Average Processes (2545).srt |
27.80Кб |
| 11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp4 |
9.25Мб |
| 11 - 6 - 4.8 Autoregressive Processes Part 1 (319).srt |
3.97Кб |
| 11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp4 |
77.56Мб |
| 11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).srt |
31.90Кб |
| 1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4 |
24.44Мб |
| 12 - 1 - 5.0 Week 5 Introduction.mp4 |
11.79Мб |
| 12 - 2 - 5.1 Covariance Stationarity (1128).mp4 |
37.82Мб |
| 12 - 2 - 5.1 Covariance Stationarity (1128).srt |
15.89Кб |
| 12 - 3 - 5.2 Histograms (1133).mp4 |
35.24Мб |
| 12 - 3 - 5.2 Histograms (1133).srt |
15.10Кб |
| 12 - 4 - 5.3 Sample Statistics (1524).mp4 |
46.76Мб |
| 12 - 4 - 5.3 Sample Statistics (1524).srt |
21.13Кб |
| 12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp4 |
38.07Мб |
| 12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt |
14.86Кб |
| 12 - 6 - 5.5 Outliers Part 1 (715).mp4 |
74.73Мб |
| 12 - 6 - 5.5 Outliers Part 1 (715).srt |
9.65Кб |
| 12 - 7 - 5.6 Outliers Part 2 (739).mp4 |
22.47Мб |
| 12 - 7 - 5.6 Outliers Part 2 (739).srt |
10.41Кб |
| 12 - 8 - 5.7 Graphical Measures (2317).mp4 |
70.26Мб |
| 12 - 8 - 5.7 Graphical Measures (2317).srt |
30.73Кб |
| 12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4 |
76.14Мб |
| 12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).srt |
32.19Кб |
| 13 - 10 - 6.9 Confidence Intervals (1247).mp4 |
40.19Мб |
| 13 - 10 - 6.9 Confidence Intervals (1247).srt |
16.76Кб |
| 13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4 |
43.86Мб |
| 13 - 11 - 6.10 Monte Carlo Simulation (1527).srt |
21.53Кб |
| 13 - 12 - 6.11 Value at Risk in CER model (736).mp4 |
22.13Мб |
| 13 - 12 - 6.11 Value at Risk in CER model (736).srt |
9.47Кб |
| 13 - 1 - 6.0 Week 6 Introduction.mp4 |
12.81Мб |
| 13 - 2 - 6.1 Constant Expected Return Model (1407).mp4 |
39.95Мб |
| 13 - 2 - 6.1 Constant Expected Return Model (1407).srt |
16.24Кб |
| 13 - 3 - 6.2 Simulating Data (1214).mp4 |
32.95Мб |
| 13 - 3 - 6.2 Simulating Data (1214).srt |
15.45Кб |
| 13 - 4 - 6.3 Random Walk Model (538).mp4 |
16.54Мб |
| 13 - 4 - 6.3 Random Walk Model (538).srt |
7.03Кб |
| 13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4 |
56.99Мб |
| 13 - 5 - 6.4 Estimating Parameters of CER (1859).srt |
25.08Кб |
| 13 - 6 - 6.5 Bias and Precision (1302).mp4 |
33.55Мб |
| 13 - 6 - 6.5 Bias and Precision (1302).srt |
14.39Кб |
| 13 - 7 - 6.6 Mean Squared Error (122).mp4 |
3.26Мб |
| 13 - 7 - 6.6 Mean Squared Error (122).srt |
1.58Кб |
| 13 - 8 - 6.7 Standard Errors (2212).mp4 |
69.20Мб |
| 13 - 8 - 6.7 Standard Errors (2212).srt |
27.90Кб |
| 13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4 |
41.68Мб |
| 13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt |
17.84Кб |
| 14 - 1 - 7.0 Week 7 Introduction (243).mp4 |
8.31Мб |
| 14 - 1 - 7.0 Week 7 Introduction (243).srt |
4.02Кб |
| 14 - 2 - 7.1 Bootstrap (2606).mp4 |
81.19Мб |
| 14 - 2 - 7.1 Bootstrap (2606).srt |
34.72Кб |
| 14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp4 |
54.95Мб |
| 14 - 3 - 7.2 Performing the Bootstrap in R (1810).srt |
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| 14 - 4 - 7.3 Boostrapping VaR (844).mp4 |
27.43Мб |
| 14 - 4 - 7.3 Boostrapping VaR (844).srt |
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| 15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4 |
25.92Мб |
| 15 - 1 - 7.4 Hypothesis Testing Introduction (829).srt |
12.23Кб |
| 15 - 2 - 7.5 Hypothesis Testing Overview (906).mp4 |
26.65Мб |
| 15 - 2 - 7.5 Hypothesis Testing Overview (906).srt |
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| 15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp4 |
31.63Мб |
| 15 - 3 - 7.6 Hypothesis Testing CER Model (1047).srt |
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| 15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4 |
14.11Мб |
| 15 - 4 - 7.7 Chi-square and Students t distributions (516).srt |
6.80Кб |
| 15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp4 |
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| 15 - 5 - 7.8 Test of Specific Coefficient Value (2607).srt |
32.71Кб |
| 15 - 6 - 7.9 Test for Normal Distribution (836).mp4 |
24.55Мб |
| 15 - 6 - 7.9 Test for Normal Distribution (836).srt |
11.09Кб |
| 15 - 7 - 7.10 Test for No Autocorrelation (536).mp4 |
16.51Мб |
| 15 - 7 - 7.10 Test for No Autocorrelation (536).srt |
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| 15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4 |
73.51Мб |
| 15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).srt |
27.51Кб |
| 16 - 10 - 8.9 Tangency Portfolio (1733).mp4 |
35.78Мб |
| 16 - 10 - 8.9 Tangency Portfolio (1733).srt |
21.53Кб |
| 16 - 11 - 8.10 Examples (1011).mp4 |
19.22Мб |
| 16 - 11 - 8.10 Examples (1011).srt |
12.86Кб |
| 16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4 |
29.95Мб |
| 16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).srt |
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| 16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4 |
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| 16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).srt |
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| 16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4 |
33.93Мб |
| 16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).srt |
21.23Кб |
| 16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4 |
5.44Мб |
| 16 - 15 - Brief Comment about Excel Solver Add-in (212).srt |
2.96Кб |
| 16 - 1 - 8.0 Week 8 Introduction (257).mp4 |
8.40Мб |
| 16 - 1 - 8.0 Week 8 Introduction (257).srt |
4.02Кб |
| 16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4 |
26.56Мб |
| 16 - 2 - 8.1 Introduction to Portfolio Theory (1435).srt |
20.95Кб |
| 16 - 3 - 8.2 Portfolio Examples (608).mp4 |
12.89Мб |
| 16 - 3 - 8.2 Portfolio Examples (608).srt |
8.38Кб |
| 16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp4 |
12.73Мб |
| 16 - 4 - 8.3 Portfolio Value-at-Risk (611).srt |
7.82Кб |
| 16 - 5 - 8.4 Portfolio Frontier (1028).mp4 |
20.35Мб |
| 16 - 5 - 8.4 Portfolio Frontier (1028).srt |
13.99Кб |
| 16 - 6 - 8.5 Efficient Portfolios (1000).mp4 |
18.84Мб |
| 16 - 6 - 8.5 Efficient Portfolios (1000).srt |
11.83Кб |
| 16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp4 |
23.95Мб |
| 16 - 7 - 8.6 Minimum Variance Portfolio (1243).srt |
17.47Кб |
| 16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4 |
11.94Мб |
| 16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).srt |
9.56Кб |
| 16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4 |
36.47Мб |
| 16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).srt |
24.56Кб |
| 17 - 1 - 9.0 Week 9 Introduction (359).mp4 |
10.97Мб |
| 17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp4 |
51.61Мб |
| 17 - 2 - 9.1 Computing the Portfolio Frontier (2653).srt |
36.19Кб |
| 17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4 |
46.19Мб |
| 17 - 3 - 9.2 Computing the Tangency Portfolio (2211).srt |
25.27Кб |
| 17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp4 |
21.64Мб |
| 17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).srt |
13.86Кб |
| 17 - 5 - 9.4 Portfolio Analysis in R (843).mp4 |
21.37Мб |
| 17 - 5 - 9.4 Portfolio Analysis in R (843).srt |
12.69Кб |
| 17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp4 |
39.93Мб |
| 17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).srt |
17.82Кб |
| 17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp4 |
28.05Мб |
| 17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).srt |
10.27Кб |
| 18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4 |
32.82Мб |
| 18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).srt |
17.36Кб |
| 18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4 |
18.13Мб |
| 18 - 2 - 9.8 R packages for Portfolio Theory (643).srt |
8.93Кб |
| 18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4 |
23.52Мб |
| 18 - 3 - 9.9 Using Solve.QP() in R (1019).srt |
12.52Кб |
| 18 - 4 - 9.10 Global minimum variance (816).mp4 |
21.69Мб |
| 18 - 4 - 9.10 Global minimum variance (816).srt |
11.02Кб |
| 18 - 5 - 9.11 Efficient Frontier (856).mp4 |
23.10Мб |
| 18 - 5 - 9.11 Efficient Frontier (856).srt |
11.53Кб |
| 19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4 |
20.68Мб |
| 19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt |
12.67Кб |
| 19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4 |
51.99Мб |
| 19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt |
28.77Кб |
| 19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4 |
42.91Мб |
| 19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt |
25.20Кб |
| 20 - 1 - 10.0 Week 10 Introduction (150).mp4 |
4.97Мб |
| 20 - 1 - 10.0 Week 10 Introduction (150).srt |
2.29Кб |
| 20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4 |
23.85Мб |
| 20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt |
14.47Кб |
| 20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4 |
33.38Мб |
| 20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt |
22.95Кб |
| 20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4 |
18.77Мб |
| 20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt |
12.46Кб |
| 20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4 |
23.36Мб |
| 20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt |
16.46Кб |
| 20 - 6 - 10.5 Beta (1914).mp4 |
34.29Мб |
| 20 - 6 - 10.5 Beta (1914).srt |
23.55Кб |
| 2 - 1 - 1.0 Week 1 Introduction (058).mp4 |
2.22Мб |
| 21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4 |
12.55Мб |
| 21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt |
7.56Кб |
| 21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4 |
20.38Мб |
| 21 - 1 - 10.6 Sharpes Single Index Model (1048).srt |
14.84Кб |
| 21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4 |
11.66Мб |
| 21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt |
6.57Кб |
| 21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4 |
27.20Мб |
| 21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt |
17.26Кб |
| 21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4 |
23.47Мб |
| 21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).srt |
15.92Кб |
| 21 - 3 - 10.8 Decomposition of Total Variance (942).mp4 |
18.26Мб |
| 21 - 3 - 10.8 Decomposition of Total Variance (942).srt |
12.45Кб |
| 21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4 |
14.42Мб |
| 21 - 4 - 10.9 The Single Index Model and Portfolios (751).srt |
9.33Кб |
| 21 - 5 - 10.10 Estimating the Single Index Model (1233).mp4 |
25.05Мб |
| 21 - 5 - 10.10 Estimating the Single Index Model (1233).srt |
17.37Кб |
| 21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4 |
38.42Мб |
| 21 - 6 - 10.11 Examples with the Single Index Model (1803).srt |
23.70Кб |
| 21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4 |
43.86Мб |
| 21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).srt |
28.71Кб |
| 21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4 |
17.96Мб |
| 21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).srt |
11.23Кб |
| 21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4 |
7.35Мб |
| 21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).srt |
4.83Кб |
| 3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4 |
53.51Мб |
| 3 - 1 - 1.1 Future Value Present Value and Compounding (1702).srt |
21.46Кб |
| 3 - 2 - 1.2 Asset Returns (1653).mp4 |
48.67Мб |
| 3 - 2 - 1.2 Asset Returns (1653).srt |
19.40Кб |
| 3 - 3 - 1.3 Portfolio Returns (912).mp4 |
26.82Мб |
| 3 - 3 - 1.3 Portfolio Returns (912).srt |
11.34Кб |
| 3 - 4 - 1.4 Dividends (400).mp4 |
12.10Мб |
| 3 - 4 - 1.4 Dividends (400).srt |
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| 3 - 5 - 1.5 Inflation (457).mp4 |
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| 3 - 5 - 1.5 Inflation (457).srt |
5.77Кб |
| 3 - 6 - 1.6 Annualizing Returns (532).mp4 |
14.42Мб |
| 3 - 6 - 1.6 Annualizing Returns (532).srt |
6.00Кб |
| 3firmExample.xls.xls |
107.50Кб |
| 4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4 |
42.46Мб |
| 4 - 1 - 1.7 Continuously Compounded Returns (1555).srt |
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| 4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4 |
16.54Мб |
| 4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).srt |
6.53Кб |
| 5 - 1 - 1.9 Simple Returns (401).mp4 |
11.60Мб |
| 5 - 1 - 1.9 Simple Returns (401).srt |
4.73Кб |
| 5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4 |
27.20Мб |
| 5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt |
13.33Кб |
| 5 - 3 - 1.11 Return Calculations (621).mp4 |
17.48Мб |
| 5 - 3 - 1.11 Return Calculations (621).srt |
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| 5 - 4 - 1.12 Growth of 1 (658).mp4 |
17.28Мб |
| 5 - 4 - 1.12 Growth of 1 (658).srt |
7.45Кб |
| 6 - 10 - 2.9 Skewness and Kurtosis (1539).mp4 |
41.43Мб |
| 6 - 10 - 2.9 Skewness and Kurtosis (1539).srt |
18.27Кб |
| 6 - 11 - 2.10 Students-t Distribution (552).mp4 |
14.38Мб |
| 6 - 11 - 2.10 Students-t Distribution (552).srt |
7.54Кб |
| 6 - 1 - 2.0 Week 2 Introduction (106).mp4 |
2.58Мб |
| 6 - 1 - 2.0 Week 2 Introduction (106).srt |
1.59Кб |
| 6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp4 |
28.32Мб |
| 6 - 12 - 2.11 Linear Functions of Random Variables (1113).srt |
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| 6 - 2 - 2.1 Univariate Random Variables (2011).mp4 |
54.41Мб |
| 6 - 2 - 2.1 Univariate Random Variables (2011).srt |
25.72Кб |
| 6 - 3 - 2.2 Cumulative Distribution Function (842).mp4 |
23.33Мб |
| 6 - 3 - 2.2 Cumulative Distribution Function (842).srt |
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| 6 - 4 - 2.3 Quantiles (750).mp4 |
20.15Мб |
| 6 - 4 - 2.3 Quantiles (750).srt |
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| 6 - 5 - 2.4 Standard Normal Distribution (1602).mp4 |
43.61Мб |
| 6 - 5 - 2.4 Standard Normal Distribution (1602).srt |
20.29Кб |
| 6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp4 |
53.74Мб |
| 6 - 6 - 2.5 Expected Value and Standard Deviation (1958).srt |
27.69Кб |
| 6 - 7 - 2.6 General Normal Distribution (623).mp4 |
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| 6 - 7 - 2.6 General Normal Distribution (623).srt |
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| 6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).mp4 |
12.19Мб |
| 6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).srt |
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| 6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).mp4 |
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| 6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).srt |
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| 7 - 1 - 2.12 Value at Risk (1948).mp4 |
53.74Мб |
| 7 - 1 - 2.12 Value at Risk (1948).srt |
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| 8 - 1 - 3.0 Week 3 Introduction (104).mp4 |
3.56Мб |
| 8 - 1 - 3.0 Week 3 Introduction (104).srt |
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| 8 - 2 - 3.1 Location-scale Model (1215).mp4 |
28.81Мб |
| 8 - 2 - 3.1 Location-scale Model (1215).srt |
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| 8 - 3 - 3.2 Bivariate Discrete Distributions (1418).mp4 |
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| 8 - 3 - 3.2 Bivariate Discrete Distributions (1418).srt |
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| 8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp4 |
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| 8 - 4 - 3.3 Bivariate Continuous Distributions (1415).srt |
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| 8 - 5 - 3.4 Covariance (1916).mp4 |
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| 8 - 5 - 3.4 Covariance (1916).srt |
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| 8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp4 |
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| 8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).srt |
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| 8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp4 |
28.74Мб |
| 8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt |
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| 8 - 8 - 3.7 Portfolio Example (1920).mp4 |
55.89Мб |
| 8 - 8 - 3.7 Portfolio Example (1920).srt |
24.96Кб |
| 9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4 |
44.99Мб |
| 9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).srt |
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| 9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp4 |
56.51Мб |
| 9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt |
24.46Кб |
| An Introduction to R.pdf |
607.64Кб |
| bootStrap.r |
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| cerExample.csv.csv |
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| cerModelExamples.r |
18.50Кб |
| descriptiveStatistics.r |
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| Descriptive Statistics Examples for Daily Data.pdf |
572.06Кб |
| econ424lab1.r |
5.31Кб |
| hypothesisTestingCER.r |
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| IntroPortfolioTheory.xls.xls |
191.50Кб |
| lab3.r |
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| lab4.r |
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| lab5.r |
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| lab7.r |
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| lab8.r |
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| lab8returns.csv.csv |
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| lab9.r |
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| lab9returns.csv.csv |
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| matrixReview.r |
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| matrixReview.xlsx.xlsx |
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| PerformanceAnalytics Charts and Tables Reference.pdf |
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| portfolio_noshorts.r |
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| portfolio.r |
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| Portfolio Theory Examples.pdf |
210.30Кб |
| portfolioTheoryNoShortSales.r |
2.95Кб |
| Portfolio Theory with Matrices Examples.pdf |
325.16Кб |
| probReview.r |
13.59Кб |
| probReview.xls.xls |
238.00Кб |
| R Bootstrap Examples.pdf |
98.49Кб |
| R CER Model Examples.pdf |
250.62Кб |
| R Descriptive Statistics Examples.pdf |
575.33Кб |
| returnCalculations.r |
5.94Кб |
| Return Calculations Examples.xls |
165.50Кб |
| Return Calulations in R.pdf |
59.19Кб |
| R Examples for Portfolio Functions with no short sales.pdf |
78.06Кб |
| R for Beginners.pdf |
529.69Кб |
| R Hypothesis Testing Examples.pdf |
130.26Кб |
| RIntro.r |
16.74Кб |
| R Introduction.pdf |
4.02Мб |
| R Matrix Examples.pdf |
36.99Кб |
| rollingPortfolios.r |
4.11Кб |
| R Portfolio Functions.pdf |
52.31Кб |
| R Probability Examples.pdf |
125.00Кб |
| R Time Series Examples.pdf |
90.26Кб |
| singleIndex.r |
9.44Кб |
| Single Index Model Examples.pdf |
415.21Кб |
| singleIndexPrices.xls.xls |
22.00Кб |
| Statistical Analysis of Efficient Portfolios.pdf |
115.99Кб |
| testport.r |
4.52Кб |
| timeSeriesConcepts.r |
5.45Кб |
| Using mvtnorm.pdf |
267.91Кб |
| Week 1_ Return Calculations (Updated 9 11 2012).pdf |
123.44Кб |
| Week 10_ Estimating the Single Index Model.pdf |
110.90Кб |
| Week 10_ Portfolio Risk Budgeting.pdf |
125.99Кб |
| Week 10_ Single Index Model.pdf |
76.44Кб |
| Week 2_ Probability Review.pdf |
154.02Кб |
| Week 3_ Matrix Review.pdf |
119.49Кб |
| Week 3_ Probability Review Continued.pdf |
99.20Кб |
| Week 4_ Time Series Concepts.pdf |
73.65Кб |
| Week 5_ Descriptive Statistics.pdf |
91.79Кб |
| Week 6_ Constant Expected Return Model.pdf |
138.78Кб |
| Week 7_ Bootstrapping.pdf |
64.44Кб |
| Week 7_ Hypothesis Testing.pdf |
112.98Кб |
| Week 8_ Introduction to Portfolio Theory.pdf |
118.66Кб |
| Week 8_ Portfolio Theory with Matrices.pdf |
140.57Кб |
| Week 9_ Portfolio Theory with No Short Sales.pdf |
69.62Кб |
| Week 9_ Statistical Analysis of Efficient Portfolios.pdf |
58.58Кб |
| xts_ Extensible Time Series.pdf |
200.88Кб |
| zoo_ An S3 Class and Methods for Indexed Totally Ordered Observations..pdf |
225.66Кб |
| zoo Quick Reference.pdf |
71.08Кб |