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Lecture
Factor Models in Finance
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Related lectures (32)
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Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
Financial Performance Evaluation
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Principles of Finance: Portfolio Optimization and CAPM
Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.
Portfolio Optimization: Risk and Return
Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.
Introduction to Finance: Risk and Return in Portfolios
Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
