Concept

Market anomaly

Related lectures (32)

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Financial Performance Evaluation

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Efficient Markets Hypothesis: Overview and Evidence

Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.

Mean-Variance Portfolio Theory

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Efficient Markets: Anomalies and Arbitrage

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

Market Liquidity: Equilibrium Prices and Portfolio Choice

Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.

Efficient Markets Hypothesis: Overview and Implications

Covers the Efficient Markets Hypothesis, market efficiency, testability, implications on security prices, and evidence on market manipulation.

Efficient Data Exploitation: Clustering

Explores asset clustering, portfolio optimization, and market state dynamics.

Efficient Markets Hypothesis

Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.

Efficient Markets: Implications and Anomalies

Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

Crafting an Opportunity Exploitation Roadmap and Testing Your Market

Covers the opportunity exploitation roadmap and testing markets for technology-driven startups.

Dynamic Portfolio Choice

Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.

Efficient Data Clustering

Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

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.

Mean-Variance Efficient Frontier

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Quantitative Risk Management: Linear Strategies

Explores linear strategies in risk management, translating signals into positions and exploiting predictability.

Identifying & Evaluating Business Opportunities

Covers crafting an opportunity exploitation roadmap, testing the market, and key market testing steps.