Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
