Capital Asset Pricing ModelDelves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Dynamic Portfolio ChoiceExplores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Factor Investing: An OverviewProvides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Valuation under UncertaintyCovers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.
