Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
