Efficient Markets: Anomalies and Arbitrage

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Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Efficient Markets: Implications and Anomalies

Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.

Factor Models in Finance

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

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Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.

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Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Efficient Markets Hypothesis

Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.

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Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

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Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.