Portfolio Choice with Leverage Constraints

Related lectures (32)

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

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

Explores efficient portfolios, risk management, and the CAPM model in finance.

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

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

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

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

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

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