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Related lectures (32)

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Market Structure: Portfolio, Arbitrage, and Consumption

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Mean-Variance Portfolio Optimization

Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.

Capital Asset Pricing Model: Theory and Applications

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

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

Foundations of Financial Economics

Covers financial economics basics, including time value of money, risk/return tradeoff, and capital structure, preparing students for real-world financial decision-making.

Asset Pricing: Theory and Applications

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

Optimal Portfolio Allocation: Euler Equation and Dynamic Programming

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

Convex Optimization: Portfolio Optimization

Covers Distributionally Robust Portfolio Optimization for maximizing expected utility with uncertain asset returns.

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.