Factor Models and Pricing Theory

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Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Principles of Finance: Portfolio Optimization and CAPM

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Introduction to Finance: Risk and Return in Portfolios

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

Portfolio Choice with Leverage Constraints

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

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.

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Mean-Variance Efficient Frontier

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Portfolio Optimization: Risk and Return

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Dynamic Programming: Portfolio Optimization

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Introduction to Derivatives

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.