Lecture

Principles of Finance: Portfolio Optimization and CAPM

In course

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Description

This lecture covers portfolio optimization, efficient frontier, mean-variance frontier, and the Capital Asset Pricing Model (CAPM). It explains the concept of the efficient frontier with multiple assets, the tangent portfolio, and the security market line. The lecture also discusses the implications of diversification, the risk-free rate, and the cost of capital in portfolio management.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_qmeai9ej

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

Business

Finance: Investment management, Corporate finance

Business administration: Risk management

Statistics

Statistical inference: Mathematical statistics

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