Category
Financial economics
Related lectures (402)
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Introduction to Finance: Risk and Return in Portfolios
Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Principles of Finance: CAPM and Portfolio Management
Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Black-Scholes Formula: Risk-neutral Pricing and Option Pricing
Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
Multiperiod Binomial Pricing
Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.
Portfolio Optimization: Risk and Return
Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.
Portfolio Theory: Risk Parity Strategy
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.