Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Explores portfolio rate of return, valuation, risk characterization, and historical performance, emphasizing diversification benefits and mean-variance analysis.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.
