Dynamic Programming: Portfolio Optimization

In course

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Description

This lecture discusses the application of dynamic programming in optimizing portfolio choices for investors, focusing on mean-variance efficiency and asset pricing theory. It covers topics such as optimal portfolio weights, market Sharpe ratio, and the implications of the Euler Equation in investment decisions.

Instructor

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Official source

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

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

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