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0 - Resources
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1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4
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MP4
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24.44 MB
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10 - 1 - 4.0 Week 4 Introduction (211).mp4
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7.48 MB
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10 - 1 - 4.0 Week 4 Introduction (211).srt
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3.22 KB
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10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4
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MP4
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52.61 MB
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10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).srt
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22.47 KB
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10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp4
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21.61 MB
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10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).srt
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8.22 KB
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11 - 1 - 4.3 Time Series Concepts (1648).mp4
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45.52 MB
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11 - 1 - 4.3 Time Series Concepts (1648).srt
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20.16 KB
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11 - 2 - 4.4 Autocorrelation (914).mp4
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24.18 MB
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11 - 2 - 4.4 Autocorrelation (914).srt
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10.52 KB
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11 - 3 - 4.5 White Noise Processes (1231).mp4
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38.73 MB
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11 - 3 - 4.5 White Noise Processes (1231).srt
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15.59 KB
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11 - 4 - 4.6 Nonstationary Processes (1729).mp4
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47.63 MB
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11 - 4 - 4.6 Nonstationary Processes (1729).srt
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20.74 KB
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11 - 5 - 4.7 Moving Average Processes (2545).mp4
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65.44 MB
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11 - 5 - 4.7 Moving Average Processes (2545).srt
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27.8 KB
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11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp4
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9.25 MB
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11 - 6 - 4.8 Autoregressive Processes Part 1 (319).srt
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3.97 KB
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11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp4
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77.56 MB
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11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).srt
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31.9 KB
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12 - 1 - 5.0 Week 5 Introduction.mp4
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11.79 MB
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12 - 2 - 5.1 Covariance Stationarity (1128).mp4
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37.82 MB
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12 - 2 - 5.1 Covariance Stationarity (1128).srt
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15.89 KB
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12 - 3 - 5.2 Histograms (1133).mp4
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35.24 MB
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12 - 3 - 5.2 Histograms (1133).srt
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15.1 KB
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12 - 4 - 5.3 Sample Statistics (1524).mp4
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46.76 MB
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12 - 4 - 5.3 Sample Statistics (1524).srt
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21.13 KB
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12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp4
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38.07 MB
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12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt
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14.86 KB
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12 - 6 - 5.5 Outliers Part 1 (715).mp4
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74.73 MB
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12 - 6 - 5.5 Outliers Part 1 (715).srt
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9.65 KB
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12 - 7 - 5.6 Outliers Part 2 (739).mp4
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22.47 MB
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12 - 7 - 5.6 Outliers Part 2 (739).srt
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10.41 KB
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12 - 8 - 5.7 Graphical Measures (2317).mp4
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70.26 MB
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12 - 8 - 5.7 Graphical Measures (2317).srt
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30.73 KB
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12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4
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76.14 MB
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12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).srt
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32.19 KB
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13 - 1 - 6.0 Week 6 Introduction.mp4
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12.81 MB
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13 - 10 - 6.9 Confidence Intervals (1247).mp4
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40.19 MB
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13 - 10 - 6.9 Confidence Intervals (1247).srt
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16.76 KB
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13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4
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43.86 MB
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13 - 11 - 6.10 Monte Carlo Simulation (1527).srt
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21.53 KB
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13 - 12 - 6.11 Value at Risk in CER model (736).mp4
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22.13 MB
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13 - 12 - 6.11 Value at Risk in CER model (736).srt
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9.47 KB
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13 - 2 - 6.1 Constant Expected Return Model (1407).mp4
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39.95 MB
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13 - 2 - 6.1 Constant Expected Return Model (1407).srt
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16.24 KB
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13 - 3 - 6.2 Simulating Data (1214).mp4
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32.95 MB
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13 - 3 - 6.2 Simulating Data (1214).srt
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15.45 KB
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13 - 4 - 6.3 Random Walk Model (538).mp4
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16.54 MB
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13 - 4 - 6.3 Random Walk Model (538).srt
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7.03 KB
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13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4
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56.99 MB
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13 - 5 - 6.4 Estimating Parameters of CER (1859).srt
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25.08 KB
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13 - 6 - 6.5 Bias and Precision (1302).mp4
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33.55 MB
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13 - 6 - 6.5 Bias and Precision (1302).srt
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14.39 KB
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13 - 7 - 6.6 Mean Squared Error (122).mp4
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3.26 MB
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13 - 7 - 6.6 Mean Squared Error (122).srt
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1.58 KB
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13 - 8 - 6.7 Standard Errors (2212).mp4
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69.2 MB
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13 - 8 - 6.7 Standard Errors (2212).srt
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27.9 KB
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13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4
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41.68 MB
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13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt
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17.84 KB
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14 - 1 - 7.0 Week 7 Introduction (243).mp4
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8.31 MB
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14 - 1 - 7.0 Week 7 Introduction (243).srt
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4.02 KB
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14 - 2 - 7.1 Bootstrap (2606).mp4
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81.19 MB
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14 - 2 - 7.1 Bootstrap (2606).srt
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34.72 KB
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14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp4
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54.95 MB
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14 - 3 - 7.2 Performing the Bootstrap in R (1810).srt
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21.42 KB
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14 - 4 - 7.3 Boostrapping VaR (844).mp4
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27.43 MB
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14 - 4 - 7.3 Boostrapping VaR (844).srt
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10.35 KB
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15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4
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25.92 MB
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15 - 1 - 7.4 Hypothesis Testing Introduction (829).srt
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12.23 KB
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15 - 2 - 7.5 Hypothesis Testing Overview (906).mp4
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26.65 MB
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15 - 2 - 7.5 Hypothesis Testing Overview (906).srt
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12.43 KB
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15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp4
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31.63 MB
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15 - 3 - 7.6 Hypothesis Testing CER Model (1047).srt
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15.35 KB
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15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4
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14.11 MB
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15 - 4 - 7.7 Chi-square and Students t distributions (516).srt
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6.8 KB
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15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp4
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MP4
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77.22 MB
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15 - 5 - 7.8 Test of Specific Coefficient Value (2607).srt
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32.71 KB
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15 - 6 - 7.9 Test for Normal Distribution (836).mp4
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24.55 MB
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15 - 6 - 7.9 Test for Normal Distribution (836).srt
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11.09 KB
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15 - 7 - 7.10 Test for No Autocorrelation (536).mp4
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16.51 MB
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15 - 7 - 7.10 Test for No Autocorrelation (536).srt
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6.81 KB
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15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4
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MP4
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73.51 MB
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15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).srt
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27.51 KB
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16 - 1 - 8.0 Week 8 Introduction (257).mp4
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8.4 MB
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16 - 1 - 8.0 Week 8 Introduction (257).srt
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4.02 KB
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16 - 10 - 8.9 Tangency Portfolio (1733).mp4
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35.78 MB
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16 - 10 - 8.9 Tangency Portfolio (1733).srt
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21.53 KB
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16 - 11 - 8.10 Examples (1011).mp4
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19.22 MB
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16 - 11 - 8.10 Examples (1011).srt
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12.86 KB
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16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4
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29.95 MB
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16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).srt
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21.37 KB
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16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4
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31.64 MB
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16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).srt
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20.59 KB
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16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4
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33.93 MB
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16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).srt
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21.23 KB
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16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4
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5.44 MB
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16 - 15 - Brief Comment about Excel Solver Add-in (212).srt
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2.96 KB
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16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4
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26.56 MB
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16 - 2 - 8.1 Introduction to Portfolio Theory (1435).srt
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20.95 KB
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16 - 3 - 8.2 Portfolio Examples (608).mp4
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12.89 MB
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16 - 3 - 8.2 Portfolio Examples (608).srt
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8.38 KB
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16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp4
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12.73 MB
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16 - 4 - 8.3 Portfolio Value-at-Risk (611).srt
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7.82 KB
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16 - 5 - 8.4 Portfolio Frontier (1028).mp4
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20.35 MB
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16 - 5 - 8.4 Portfolio Frontier (1028).srt
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13.99 KB
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16 - 6 - 8.5 Efficient Portfolios (1000).mp4
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18.84 MB
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16 - 6 - 8.5 Efficient Portfolios (1000).srt
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11.83 KB
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16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp4
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23.95 MB
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16 - 7 - 8.6 Minimum Variance Portfolio (1243).srt
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17.47 KB
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16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4
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11.94 MB
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16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).srt
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9.56 KB
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16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4
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36.47 MB
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16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).srt
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24.56 KB
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17 - 1 - 9.0 Week 9 Introduction (359).mp4
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MP4
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10.97 MB
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17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp4
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MP4
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51.61 MB
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17 - 2 - 9.1 Computing the Portfolio Frontier (2653).srt
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36.19 KB
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17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4
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46.19 MB
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17 - 3 - 9.2 Computing the Tangency Portfolio (2211).srt
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25.27 KB
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17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp4
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21.64 MB
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17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).srt
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13.86 KB
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17 - 5 - 9.4 Portfolio Analysis in R (843).mp4
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21.37 MB
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17 - 5 - 9.4 Portfolio Analysis in R (843).srt
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12.69 KB
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17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp4
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39.93 MB
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17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).srt
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17.82 KB
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17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp4
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28.05 MB
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17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).srt
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10.27 KB
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18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4
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32.82 MB
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18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).srt
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17.36 KB
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18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4
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18.13 MB
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18 - 2 - 9.8 R packages for Portfolio Theory (643).srt
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8.93 KB
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18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4
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23.52 MB
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18 - 3 - 9.9 Using Solve.QP() in R (1019).srt
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12.52 KB
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18 - 4 - 9.10 Global minimum variance (816).mp4
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21.69 MB
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18 - 4 - 9.10 Global minimum variance (816).srt
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11.02 KB
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18 - 5 - 9.11 Efficient Frontier (856).mp4
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23.1 MB
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18 - 5 - 9.11 Efficient Frontier (856).srt
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11.53 KB
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19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4
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20.68 MB
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19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt
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12.67 KB
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19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4
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51.99 MB
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19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt
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28.77 KB
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19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4
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42.91 MB
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19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt
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25.2 KB
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2 - 1 - 1.0 Week 1 Introduction (058).mp4
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2.22 MB
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20 - 1 - 10.0 Week 10 Introduction (150).mp4
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4.97 MB
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20 - 1 - 10.0 Week 10 Introduction (150).srt
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2.29 KB
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20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4
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23.85 MB
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20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt
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14.47 KB
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20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4
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33.38 MB
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20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt
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22.95 KB
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20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4
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18.77 MB
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20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt
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12.46 KB
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20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4
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23.36 MB
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20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt
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16.46 KB
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20 - 6 - 10.5 Beta (1914).mp4
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34.29 MB
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20 - 6 - 10.5 Beta (1914).srt
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23.55 KB
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21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4
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20.38 MB
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21 - 1 - 10.6 Sharpes Single Index Model (1048).srt
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14.84 KB
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21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4
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12.55 MB
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21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt
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7.56 KB
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21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4
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11.66 MB
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21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt
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6.57 KB
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21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4
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27.2 MB
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21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt
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17.26 KB
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21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4
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23.47 MB
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21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).srt
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15.92 KB
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21 - 3 - 10.8 Decomposition of Total Variance (942).mp4
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18.26 MB
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21 - 3 - 10.8 Decomposition of Total Variance (942).srt
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12.45 KB
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21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4
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14.42 MB
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21 - 4 - 10.9 The Single Index Model and Portfolios (751).srt
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9.33 KB
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21 - 5 - 10.10 Estimating the Single Index Model (1233).mp4
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25.05 MB
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21 - 5 - 10.10 Estimating the Single Index Model (1233).srt
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17.37 KB
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21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4
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38.42 MB
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21 - 6 - 10.11 Examples with the Single Index Model (1803).srt
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23.7 KB
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21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4
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MP4
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43.86 MB
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21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).srt
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SRT
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28.71 KB
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21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4
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MP4
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17.96 MB
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21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).srt
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SRT
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11.23 KB
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21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4
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7.35 MB
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21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).srt
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3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4
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3 - 1 - 1.1 Future Value Present Value and Compounding (1702).srt
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3 - 2 - 1.2 Asset Returns (1653).mp4
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3 - 2 - 1.2 Asset Returns (1653).srt
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3 - 3 - 1.3 Portfolio Returns (912).mp4
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3 - 3 - 1.3 Portfolio Returns (912).srt
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3 - 4 - 1.4 Dividends (400).mp4
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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
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3 - 6 - 1.6 Annualizing Returns (532).mp4
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3 - 6 - 1.6 Annualizing Returns (532).srt
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4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4
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4 - 1 - 1.7 Continuously Compounded Returns (1555).srt
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4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4
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4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).srt
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5 - 1 - 1.9 Simple Returns (401).mp4
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5 - 1 - 1.9 Simple Returns (401).srt
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5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4
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5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt
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5 - 3 - 1.11 Return Calculations (621).mp4
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5 - 3 - 1.11 Return Calculations (621).srt
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5 - 4 - 1.12 Growth of 1 (658).mp4
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5 - 4 - 1.12 Growth of 1 (658).srt
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6 - 1 - 2.0 Week 2 Introduction (106).mp4
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6 - 1 - 2.0 Week 2 Introduction (106).srt
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6 - 10 - 2.9 Skewness and Kurtosis (1539).mp4
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6 - 10 - 2.9 Skewness and Kurtosis (1539).srt
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6 - 11 - 2.10 Students-t Distribution (552).mp4
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6 - 11 - 2.10 Students-t Distribution (552).srt
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6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp4
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6 - 12 - 2.11 Linear Functions of Random Variables (1113).srt
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6 - 2 - 2.1 Univariate Random Variables (2011).mp4
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6 - 2 - 2.1 Univariate Random Variables (2011).srt
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6 - 3 - 2.2 Cumulative Distribution Function (842).mp4
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6 - 3 - 2.2 Cumulative Distribution Function (842).srt
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6 - 4 - 2.3 Quantiles (750).mp4
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6 - 4 - 2.3 Quantiles (750).srt
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6 - 5 - 2.4 Standard Normal Distribution (1602).mp4
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6 - 5 - 2.4 Standard Normal Distribution (1602).srt
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6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp4
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6 - 6 - 2.5 Expected Value and Standard Deviation (1958).srt
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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
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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
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7 - 1 - 2.12 Value at Risk (1948).srt
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8 - 1 - 3.0 Week 3 Introduction (104).mp4
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8 - 1 - 3.0 Week 3 Introduction (104).srt
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8 - 2 - 3.1 Location-scale Model (1215).mp4
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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
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28.74 MB
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8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt
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8 - 8 - 3.7 Portfolio Example (1920).mp4
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55.89 MB
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8 - 8 - 3.7 Portfolio Example (1920).srt
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9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4
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44.99 MB
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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
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56.51 MB
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9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt
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24.46 KB
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_index.webarchive
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WEBARCHIVE
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137.44 KB
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