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Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Explores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.
Explores correcting market failures due to externalities through permit auctions and trading.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
