Principles of Finance: Risk and Return

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Risk Management in Finance

Explores risk assessment in finance, income estimation, diversification, and investment decision-making processes.

Quantitative Risk Management: VaR and ES

Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.

Financial Risk Management: Concepts and Applications

Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.

Quantitative Risk Management: Basics and Applications

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

Financial Economics: Portfolio Choice

Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.

Dynamic Portfolio Choice

Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.

Factor Models in Finance

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

Mean-Variance Portfolio Theory

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

Risk Measures: VaR and ES

Explores Value-at-Risk and Expected Shortfall as key risk measures in financial risk management.

Quantitative Risk Management

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Asset Pricing Framework

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

Page 2 of 2