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Lecture
Financial Economics: Portfolio Choice
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Related lectures (32)
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Dynamic Portfolio Selection
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium
Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.
Portfolio Optimization: Models and Strategies
Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
Dynamic Portfolio Choice
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Capital Asset Pricing Model: Theory and Applications
Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.
Factor Investing: An Overview
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
