Asset allocation

Related lectures (30)

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

Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.

Covers piecewise linear payoffs, types of contracts, binomial model, and trading strategies.

Explores currency and commodity investments, monetary policy effects, and bond-stock correlations.

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.

Covers challenges and techniques for stock return prediction using supervised learning.

Covers various investor types, asset allocation, risk management, and the concept of risk premium in financial markets.

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Covers tradable quotas in market regulation, focusing on coal imports and efficiency in allocation.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.