Risk Measures: Accuracy and Multivariate Distributions

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Explores bias, variance, unbiased estimators, and confidence intervals in statistical estimation.

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

Describing Data: Statistics and Hypothesis Testing

Covers descriptive statistics, hypothesis testing, and correlation analysis with various probability distributions and robust statistics.

Principles of Finance: CAPM and Portfolio Management

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

Factor Models in Finance

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

Principles of Finance: Risk and Return

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Principles of Finance: Portfolio Optimization and CAPM

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Estimation Methods in Probability and Statistics

Discusses estimation methods in probability and statistics, focusing on maximum likelihood estimation and confidence intervals.

Capital Asset Pricing Model: Applications and Implications

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Covers unsupervised learning with PCA and K-means for dimensionality reduction and data clustering.