Factor Models: Portfolio Optimization and APT

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

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Explores efficient portfolios, risk management, and the CAPM model in finance.

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.