Diversification (finance)

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Related lectures (28)

Portfolio Optimization: Models and Strategies

Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.

Risk and Diversification

Examines risk evaluation, certainty equivalent, and diversification strategies to reduce risk in decision-making processes.

Bank Regulation: Capital, Liquidity, and Basel Accords

Explores bank regulation, covering capital, liquidity, Basel accords, and macroprudential measures to ensure financial stability.

Risk Measures: Accuracy and Multivariate Distributions

Discusses risk measure evaluation, confidence intervals, and multivariate distributions for portfolio risk assessment.

Financial Performance Evaluation

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

Efficient Portfolio: CAPM Application

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Bank Regulation: Capital and Liquidity Requirements

Discusses bank regulation, focusing on capital and liquidity requirements, and the implications of recent financial crises on regulatory frameworks.

Dynamic Portfolio Selection

Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.

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