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Related lectures (30)

Efficient Markets Hypothesis: Overview and Implications

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

Efficient Market Hypothesis: Evidence and Event Studies

Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.

Efficient Markets Hypothesis

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

Asset Pricing Theory: Mean Variance Analysis

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

Mean-Variance Portfolio Theory

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

Dynamic Programming: Portfolio Optimization

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Factor Models: Portfolio Optimization and APT

Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.

Capital Asset Pricing Model: Risk-Return Trade-off Theory

Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.

Portfolio Management Fundamentals

Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.

Financial Performance Evaluation

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

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