MIT : Portfolio Theory

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 This course describes portfolio theory, including topics of Markowitz mean-variance optimization, von Neumann-Morganstern utility theory, portfolio optimization constraints, and risk measures.


Plan Name Price
1 Month: Free


Peter Kempthorne

Dr. Peter Kempthorne received his A.B. magna cum laude degree in applied mathematics from Harvard University and was elected to the Alpha Chapter of Phi Beta Kappa. He pursued graduate studies in statistics receiving the M.Sc. degree and the Diploma of Imperial College award from the University of London, and a Ph.D. from the University of California Berkeley. While an Assistant Professor of Statistics at Harvard, he was awarded a Postdoctoral Mathematical Sciences Research Fellowship by the National Science Foundation. 

Kempthorne Analytics is currently registered as an investment adviser in Massachusetts and manages systematic quantitative investment programs for retail clients. Dr. Kempthorne holds the Series 3 and Series 65 licenses and is registered with the National Futures Association as a Commodity Trading Adviser.

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