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Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.
Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.
Covers the Branch & Bound algorithm for efficient exploration of feasible solutions and discusses LP relaxation, portfolio optimization, Nonlinear Programming, and various optimization problems.
