Dynamic Programming: Portfolio Optimization

Related lectures (32)

Page 1 of 4

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

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

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

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

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

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

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

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

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