Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the mean-variance portfolio choice, optimal portfolio weights, factor models, Arbitrage Pricing Theory, maximum Sharpe ratio portfolio, Information Ratio, factors in APT models, size and value anomalies, Fama and French models, and the comparison between APT and CAPM. It also discusses how to search for factors and the HML value factor performance.