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Lecture
Financial Performance Evaluation
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Related lectures (32)
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Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Principles of Finance: CAPM and Portfolio Management
Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
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.
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
