Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.
Explores the nature of financial crises, their predictability, and historical examples, emphasizing lessons learned from the global financial crisis of 2007-2009.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Explores response theory, phase transitions, and fluctuations in weakly interacting systems, including stochastic particles and opinion formation models.
