Portfolio Choice with Leverage ConstraintsExplores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Capital Asset Pricing ModelDelves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Introduction to DerivativesCovers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Mean-Variance Portfolio OptimizationExplores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Dynamic Portfolio SelectionExplores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Factor Investing: An OverviewProvides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
