Factor Investing: An Overview

Related lectures (32)

Page 3 of 4

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

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

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

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

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

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.

Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.