Principles of Finance: Efficient Portfolios and Risk Management

Related lectures (32)

Page 3 of 4

Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Explores stock valuation, risk-return relationship, and portfolio returns based on weights.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.