Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.
Covers the basics of optimization, including historical perspectives, mathematical formulations, and practical applications in decision-making problems.
Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.
