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Delves into equity carve-outs, spinoffs, and behavioral finance concepts, with practical case studies on IPO strategies and market dynamics.
Explores freshness requirements in HTAP workloads, covering ad-hoc analysis, query batches, log-structured snapshots, and index management.
Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
Explores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.
Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.
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 event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.
