Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
