Concept
Asset allocation
Related lectures (36)
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
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.
Dynamic Portfolio Selection
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Optimal Portfolio Allocation: Euler Equation and Dynamic Programming
Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.
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: Portfolio Optimization and CAPM
Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Introduction to Derivatives: Trading
Covers piecewise linear payoffs, types of contracts, binomial model, and trading strategies.