International Portfolio Allocation

Related lectures (31)

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Explores the Equity Premium Puzzle and its macrofinance implications.

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.

Explores incentive compatibility, optimal contracts, and agency costs in aligning principal-agent interests.

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

Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.

Explores microeconomic consumer theory, utility maximization, optimization problems, and decision-making models.