International Portfolio Allocation

Related lectures (31)

Page 3 of 4

Explains the process of finding an initial Basic Feasible Solution for linear optimization problems using the Simplex Algorithm.

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Covers fundamental concepts of optimization and operations research, exploring real-world examples and key topics over a semester.

Covers optimization techniques in machine learning, focusing on convexity and its implications for efficient problem-solving.

Covers linear programming, weighted bipartite matching, and vertex cover problems in optimization.

Explores self-dual cones in convex optimization and their applications in various optimization problems.

Explores optimization problems and greedy algorithms to find the best solutions efficiently.

Explores utility functions and risk management in asset pricing under uncertainty.

Introduces state-triggered constraints for non-prehensile manipulation and showcases improved performance through feedback control.

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.