Video Lectures
Risk and Return I
Watch the video: Part I of Risk and Return (00:14:00)Part I of Risk and Return
> Download from iTunes U (MP4 - 146MB)
> Download from Internet Archive (MP4 - 146MB)
Description: This video lecture gives statistical background and context in preparation for dealing with risk and return. The empirical properties of stock returns are briefly introduced.
Risk and Return II
Watch the video: Part II of Risk and Return (00:46:00)Part II of Risk and Return
> Download from iTunes U (MP4 - 172MB)
> Download from Internet Archive (MP4 - 172MB)
Description: This video lecture covers empirical properties of stocks and bonds, patterns of returns, and statistical measures of risk of a security. At the very end, stock market anomalies such as the size effect, the value premium, and momentum are presented.
Slides
Risk and Return Slides 1–35 (PDF)
- Video for Part I of Risk and Return covers slides 1–18
- Video for Part II of Risk and Return covers slides 11–35