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Related lectures (32)
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Introduction to Derivatives
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Market Structure: Portfolio, Arbitrage, and Consumption
Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.
Convex Optimization: Portfolio Optimization
Covers Distributionally Robust Portfolio Optimization for maximizing expected utility with uncertain asset returns.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Capital Asset Pricing Model: Theory and Applications
Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.
Introduction to Finance: Risk and Return
Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.
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.
Decarbonized Portfolio: Climate Finance
Explores portfolio optimization with carbon risk, carbon intensity reduction strategies, and global climate finance challenges.
Efficient Data Clustering
Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Asset Pricing and Portfolio Optimization
Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
Portfolio Optimization: Models and Strategies
Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.
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