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Lecture
Portfolio Theory: Risk Parity Strategy
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Related lectures (32)
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Principles of Finance: Portfolio Optimization and CAPM
Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Portfolio Optimization: Risk and Return
Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
Factor Investing: An Overview
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Principles of Finance: Risk and Return
Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.
Introduction to Finance: Risk and Return in Portfolios
Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
