Factor Models: Latent Variables and Asset Pricing

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Canonical Correlation Analysis: Overview

Covers Canonical Correlation Analysis, a method to find relationships between two sets of variables.

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.

Asset Pricing Framework

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Singular Value Decomposition: Fundamentals

Covers the fundamentals of Singular Value Decomposition, including properties, applications, and error measurement.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Linear Regression: Estimation and Testing

Explores linear regression estimation, hypothesis testing, and practical applications in statistics.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Linear Regression: Estimation and Inference

Explores linear regression estimation, linearity assumptions, and statistical tests in the context of model comparison.

Probabilistic Models for Linear Regression

Covers the probabilistic model for linear regression and its applications in nuclear magnetic resonance and X-ray imaging.