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Factor Models and Pricing Theory
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Capital Asset Pricing Model: Risk-Return Trade-off Theory
Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Financial Performance Evaluation
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Asset Pricing and Portfolio Optimization
Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
Asset Pricing Framework
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Portfolio Management Fundamentals
Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.
