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Lecture
Mean-Variance Portfolio Theory
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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.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Principles of Finance: Risk and Return
Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.
Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium
Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.
Corporate Debt and Financing Decisions
Explores corporate debt's influence on financing decisions, market efficiency, and investor behavior, emphasizing credit quality and capital structure.
Asset Pricing: Excess Volatility Puzzle
Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.
Capital Asset Pricing Model: Theory and Applications
Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.
Efficient Markets Hypothesis: Overview and Evidence
Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.
