Asset Pricing (2017) Week 1 class (Mean-variance analysis)

Course website: https://sites.google.com/view/aaaacademy/asset-pricing Data: https://sites.google.com/site/yoskeigarashiweb/materials Intro 0:00 Stock return 3:47 Risk and returns for N stocks 5:10 Portfolio risk and return 10:25 Graph: Efficient frontier 17:29 Excel demo I 22:03 Investor problem 38:32 Math prelim.I 48:01 Math prelim.II 54:10 Math prelim.III 1:03:59 Lagrangian solution 1:12:22 Excel demo II 1:26:20