Portfolio (finance)

Social sciences
Economics
Microeconomics
Financial economics

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 3 of 4

Tokenized Portfolios: Flex Solution

Explores the Flex solution for tokenized portfolios, offering liquidity, social trading, and cost-effective post-issuance management.

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.

Factor Models: Portfolio Optimization and APT

Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.

Energy Risk Management + Economic Analysis of Case Study

Explores energy risk management, investment analysis, and decision-making under uncertainty in the energy sector.

Capital Asset Pricing Model: Risk-Return Trade-off Theory

Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

The Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Optimal Portfolio Allocation: Euler Equation and Dynamic Programming

Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Mean-Variance Efficient Frontier

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.