Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
