Dynamic Programming: Portfolio Optimization

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Asset Pricing Framework

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Asset Pricing: PhD Lecture

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Optimal Portfolio Allocation: Euler Equation and Dynamic Programming

Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.

Mean-Variance Portfolio Theory

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Portfolio Management Fundamentals

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

Portfolio Choice with Leverage Constraints

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Asset Pricing and Hedging in Complete Markets

Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.

Asset Pricing: Utility Functions and Risk Management

Explores utility functions and risk management in asset pricing under uncertainty.

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.