Lectures related to Expected shortfall

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.

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.