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Related lectures (11)
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Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Market Liquidity: Equilibrium Prices and Portfolio Choice
Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Efficient Markets Hypothesis: Overview and Implications
Covers the Efficient Markets Hypothesis, market efficiency, testability, implications on security prices, and evidence on market manipulation.
Efficient Markets: Anomalies and Arbitrage
Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.
Investment Strategies Overview
Covers various investor types, asset allocation, risk management, and the concept of risk premium in financial markets.
Efficient Market Hypothesis: Evidence and Event Studies
Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.
Investment Strategies and Risk Analysis
Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.
Efficient Markets Hypothesis
Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Factor Investing: An Overview
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Efficient Markets: Implications and Anomalies
Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.
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