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Related lectures (32)

Asset Pricing and Portfolio Optimization

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Estimation of Land Value Increase due to Development Measures

Explores the estimation of land value increase due to development measures and the challenges in determining land value changes.

Investment Strategies and Risk Analysis

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.

Arbitrage with Value: Real Estate Economics I

Explores arbitrage with value in real estate economics, covering future prices, inflation, and interest rates.

Real Estate Economics: Competition

Delves into competition dynamics in real estate economics, analyzing investor decisions and arbitrage opportunities.

Factor Models: Portfolio Optimization and APT

Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.

Principles of Finance: Balance Sheet and Time Value of Money

Introduces finance basics, balance sheet evaluation, and time value of money.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.

Factor Models in Finance

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

Multiperiod Valuation and Hedging

Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.

Convex Optimization: Duality and KKT Conditions

Explores convex optimization duality, KKT conditions, and financial arbitrage detection.

Dynamic Arbitrage: Asset Pricing

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

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