Portfolio theories

Maslowian portfolio theory

Maslowian portfolio theory (MaPT) creates a normative portfolio theory based on human needs as described by Abraham Maslow. It is in general agreement with behavioral portfolio theory, and is explained in Maslowian Portfolio Theory: An alternative formulation of the Behavioural Portfolio Theory, and was first observed in Behavioural Finance and Decision Making in Financial Markets. Maslowian portfolio theory is quite simple in its approach. It states that financial investments should follow human needs in the first place. All the rest is logic deduction. For each need level in Maslow's hierarchy of needs, some investment goals can be identified, and those are the constituents of the overall portfolio. (Wikipedia).

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Francis Brown - 1/4 Motivic periods and the cosmic Galois group

In the 1990's Broadhurst and Kreimer observed that many Feynman amplitudes in quantum field theory are expressible in terms of multiple zeta values. Out of this has grown a body of research seeking to apply methods from algebraic geometry and number theory to problems in high energy physic

From playlist Francis Brown - Motivic periods and the cosmic Galois group

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Francis Brown - 2/4 Motivic periods and the cosmic Galois group

In the 1990's Broadhurst and Kreimer observed that many Feynman amplitudes in quantum field theory are expressible in terms of multiple zeta values. Out of this has grown a body of research seeking to apply methods from algebraic geometry and number theory to problems in high energy physic

From playlist Francis Brown - Motivic periods and the cosmic Galois group

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Lecture 6 | String Theory and M-Theory

(October 25, 2010) Leonard Susskind focuses on the different dimensions of string theory and the effect it has on the theory. String theory (with its close relative, M-theory) is the basis for the most ambitious theories of the physical world. It has profoundly influenced our understanding

From playlist Lecture Collection | String Theory and M-Theory

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Lecture 7 | String Theory and M-Theory

(November 1, 2010) Leonard Susskind discusses the specifics of strings including Feynman diagrams and mapping particles. String theory (with its close relative, M-theory) is the basis for the most ambitious theories of the physical world. It has profoundly influenced our understanding of

From playlist Lecture Collection | String Theory and M-Theory

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Francis Brown - 3/4 Motivic periods and the cosmic Galois group

In the 1990's Broadhurst and Kreimer observed that many Feynman amplitudes in quantum field theory are expressible in terms of multiple zeta values. Out of this has grown a body of research seeking to apply methods from algebraic geometry and number theory to problems in high energy physic

From playlist Francis Brown - Motivic periods and the cosmic Galois group

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Francis Brown - 4/4 Motivic periods and the cosmic Galois group

In the 1990's Broadhurst and Kreimer observed that many Feynman amplitudes in quantum field theory are expressible in terms of multiple zeta values. Out of this has grown a body of research seeking to apply methods from algebraic geometry and number theory to problems in high energy physic

From playlist Francis Brown - Motivic periods and the cosmic Galois group

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Pierre Vanhove: Feynman integrals and Mirror symmetry

The lecture was held within the framework of the Hausdorff Trimester Program: Periods in Number Theory, Algebraic Geometry and Physics. Abstract: We study the Feynman integral for the sunset graph defined as the scalar two-point self-energy at two-loop order. The Feynman integral is eval

From playlist Workshop: "Amplitudes and Periods"

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Lecture 9 | String Theory and M-Theory

(November 23, 2010) Leonard Susskind gives a lecture on the constraints of string theory and gives a few examples that show how these work. String theory (with its close relative, M-theory) is the basis for the most ambitious theories of the physical world. It has profoundly influenced

From playlist Lecture Collection | String Theory and M-Theory

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4. Portfolio Diversification and Supporting Financial Institutions (CAPM Model)

Financial Markets (ECON 252) Portfolio diversification is the most fundamental concept of risk management. The allocation of financial resources in stocks, bonds, riskless, assets, oil and other assets determine the expected return and risk of a portfolio. Taking account of covariances

From playlist Financial Markets (2008) with Robert Shiller

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16. Portfolio Management

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Jake Xia This lecture focuses on portfolio management, including portfolio construction, portfolio theory, risk parity portfolios, and their limita

From playlist MIT 18.S096 Topics in Mathematics w Applications in Finance

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George Papanicolaou: Stochastic Analysis in Finance

This lecture was held at The University of Oslo, May 24, 2007 and was part of the Abel Prize Lectures in connection with the Abel Prize Week celebrations. Program for the Abel Lectures 2007 1. “A Short History of Large Deviations” by Srinivasa Varadhan, Abel Laureate 2007, Courant Ins

From playlist Abel Lectures

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Ses 15: Portfolio Theory III & The CAPM and APT I

MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 15.401 Finance Theory I, Fall 2008

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Lecture 18 - The Capital Assets Pricing Model

This is Lecture 18 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pd

From playlist COMP510 - Computational Finance - 2007 HKUST

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Recent progress in multiplicative number theory – Kaisa Matomäki & Maksym Radziwiłł – ICM2018

Number Theory Invited Lecture 3.5 Recent progress in multiplicative number theory Kaisa Matomäki & Maksym Radziwiłł Abstract: Multiplicative number theory aims to understand the ways in which integers factorize, and the distribution of integers with special multiplicative properties (suc

From playlist Number Theory

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4. Portfolio Diversification and Supporting Financial Institutions

Financial Markets (2011) (ECON 252) In this lecture, Professor Shiller introduces mean-variance portfolio analysis, as originally outlined by Harry Markowitz, and the capital asset pricing model (CAPM) that has been the cornerstone of modern financial theory. Professor Shiller commences

From playlist Financial Markets (2011) with Robert Shiller

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Gerhard Larcher: Two concrete FinTech applications of QMC

I present the basics and numerical result of two (or three) concrete applications of quasi-Monte-Carlo methods in financial engineering. The applications are in: derivative pricing, in portfolio selection, and in credit risk management. VIRTUAL LECTURE Recording during the meeting "Q

From playlist Virtual Conference

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Ses 14: Portfolio Theory II

MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 15.401 Finance Theory I, Fall 2008

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Modern Portfolio Theory : Python for Finance 8

In this video I'll show you how to search the whole stock market to make portfolios that maximize return while minimizing risk using The Modern Portfolio Theory! I'll do that using a combination of the Markowitz Portfolio Optimization technique with the Sharpe Ratio. This one video will

From playlist Python for Finance

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Norbert Mauser: The quantum Vlasov equation

Abstract: We present the Quantum Vlasov or Wigner equation as a "phase space" presentation of quantum mechanics that is close to the classical Vlasov equation, but where the "distribution function" w(x,v,t) will in general have also negative values. We discuss the relation to the classical

From playlist Mathematical Physics

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Lecture 17 - Portfolio Theory

This is Lecture 17 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pd

From playlist COMP510 - Computational Finance - 2007 HKUST

Related pages

Expected shortfall | Behavioral portfolio theory | Elliptical distribution | Roy's safety-first criterion