Investments: Portfolio Selection and Asset Pricing

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Asset Pricing: Theory and Applications

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

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

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

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

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

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 Framework

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

Asset Pricing Theory: Mean Variance Analysis

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

Financial Performance Evaluation

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Capital Asset Pricing Model: Theory and Applications

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.

Asset Pricing and Portfolio Optimization

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

Portfolio Choice with Leverage Constraints

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Portfolio Management: Risk and Return

Explores portfolio rate of return, valuation, risk characterization, and historical performance, emphasizing diversification benefits and mean-variance analysis.

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