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.
Covers the Branch & Bound algorithm for efficient exploration of feasible solutions and discusses LP relaxation, portfolio optimization, Nonlinear Programming, and various optimization problems.
Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.
