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Related lectures (27)

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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.

Introduction to Finance: Risk and Return in Portfolios

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

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.

Machine Learning in Finance: Volatility Estimation and Strategies

Explores machine learning applications for finance, focusing on volatility estimation and quantitative strategies in different market regimes.

Real Estate Bubbles: Causes and Impacts

Explores real estate bubbles, discussing factors driving property values and quiz strategies.

Capital Asset Pricing Model: Applications and Implications

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Introduction to Financial Valuation

Covers financial valuation models, risk-return trade-off, firm analysis, and financing decisions.

Asset Pricing: PhD Lecture

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Mean-Variance Portfolio Optimization

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

Sustainable Asset Valuation: Methodology and Applications

Introduces the Sustainable Asset Valuation methodology and its application in assessing sustainable infrastructure's financial returns.