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Lecture
Portfolio Management Fundamentals
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Related lectures (32)
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Portfolio Theory: Risk Parity Strategy
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
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.
Principles of Finance: Risk and Return
Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Financial Performance Evaluation
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Financial Economics: Portfolio Choice
Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Asset Pricing Framework
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Asset Pricing: Excess Volatility Puzzle
Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.
