Risk Measures and Multivariate Distributions

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Introduction to Finance: Risk and Return in Portfolios

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

Multivariate Statistics: Normal Distribution

Covers the multivariate normal distribution, properties, and sampling methods.

Quantitative Risk Management: Risk Measures

Covers risk measures used in determining risk capital and insurance premiums.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Multivariate Statistics: Wishart and Hotelling T²

Explores the Wishart distribution, properties of Wishart matrices, and the Hotelling T² distribution, including the two-sample Hotelling T² statistic.

Mean-Variance Efficient Frontier

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Investments: Portfolio Selection and Asset Pricing

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

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Stochastic Optimization: Portfolio Optimization

Explores stochastic optimization in portfolio management, emphasizing decision criteria for uncertain objectives and the concept of conditional value-at-risk.

Multivariate Statistics: Normal Distribution

Introduces multivariate statistics, covering normal distribution properties and characteristic functions.