Factor Investing: An Overview

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 2 of 4

Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.

Financial Market Models: Arbitrage and Completeness

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Asset Pricing Puzzles: Understanding Risk and Utility Models

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

Efficient Markets: Anomalies and Arbitrage

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

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Investments: Understanding Bull and Bear Markets

Explores bull and bear markets, market cycles, Covid crisis impact, and investment strategies.

Capital Asset Pricing Model: Applications and Implications

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Efficient Portfolio: CAPM Application

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Introduction to Finance: Risk and Return in Portfolios

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.