Asset Pricing: PhD LectureExplores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Dynamic Portfolio ChoiceExplores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Mean-Variance Portfolio OptimizationExplores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.