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Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.
Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.
