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Lecture
Portfolio Optimization: Risk and Return
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Related lectures (32)
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Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
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.
Portfolio Management: Risk and Return
Explores portfolio rate of return, valuation, risk characterization, and historical performance, emphasizing diversification benefits and mean-variance analysis.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Portfolio Management Fundamentals
Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.
Valuation under Uncertainty
Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.
Mean-Variance Efficient Frontier
Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Financial Economics: Portfolio Choice
Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.
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.
