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Lecture
Dynamic Portfolio Choice
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Related lectures (32)
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Financial Economics: Portfolio Choice
Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Factor Investing: An Overview
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Portfolio Management Fundamentals
Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.
Dynamic Portfolio Selection
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium
Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
Portfolio Optimization: Models and Strategies
Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.
Currency and Commodity Investments
Explores currency and commodity investments, monetary policy effects, and bond-stock correlations.
