Lectures related to Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Efficient Portfolio: CAPM Application

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

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Capital Asset Pricing Model: Applications and Implications

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Principles of Finance: Portfolio Optimization and CAPM

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Portfolio Optimization: Risk and Return

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Asset Pricing Framework

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

Introduction to Finance: Risk and Return in Portfolios

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Capital Asset Pricing Model

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Asset Pricing Theory: Mean Variance Analysis

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

Factor Models in Finance

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Asset Pricing: PhD Lecture

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Asset Pricing: Utility Functions and Risk Management

Explores utility functions and risk management in asset pricing under uncertainty.

Asset Pricing: Theory and Applications

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

Dynamic Programming: Portfolio Optimization

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

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.