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Lecture
Principles of Finance: Risk and Return
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Related lectures (32)
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Risk Management in Finance
Explores risk assessment in finance, income estimation, diversification, and investment decision-making processes.
Quantitative Risk Management: VaR and ES
Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.
Financial Risk Management: Concepts and Applications
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium
Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.
Quantitative Risk Management: Basics and Applications
Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.
Financial Economics: Portfolio Choice
Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.
Dynamic Portfolio Choice
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Risk Measures: VaR and ES
Explores Value-at-Risk and Expected Shortfall as key risk measures in financial risk management.
