These are the slide decks for the investments topics. Each deck accompanies the corresponding chapter of the class notes and opens in a new tab.
Portfolio Theory
| Statistics of Asset Returns |
Slides |
| The Fisher Model |
Slides |
| Utility Theory Under Uncertainty |
Slides |
| Optimal Capital Allocation |
Slides |
| Portfolios of Risky Assets |
Slides |
| Perfect Correlation |
Slides |
| Beta Pricing |
Slides |
| The Capital Asset Pricing Model |
Slides |
| The Index Model |
Slides |
| The Treynor-Black Model |
Slides |
Evidence and Active Management
| CAPM Anomalies |
Slides |
| Beyond the CAPM |
Slides |
| The Term Structure in the Data |
Slides |
| Credit Risk and Corporate Bonds |
Slides |
| Estimation Risk and Shrinkage |
Slides |
| Performance Evaluation |
Slides |
| Skill versus Luck |
Slides |
| Limits to Arbitrage and Investor Anomalies |
Slides |
Printing the Slides
To print a deck as a PDF document:
- Open the presentation and press e
- Open the in-browser print dialog (CTRL/CMD+P).
- Change the Destination setting to Save as PDF.
- Change the Layout to Landscape.
- Change the Margins to None.
- Enable the Background graphics option.
- Click Save.