Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
