Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Quizes
Exercises
Publications
Startups
Units
Show all results for
Home
Lecture
Stochastic Optimal Control: Martingale Theorem
Graph Chatbot
Related lectures (46)
Optimal Portfolio Allocation: Euler Equation and Dynamic Programming
Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Portfolio Theory: Risk Parity Strategy
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.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Asset Pricing Theory: Risk Aversion and Utility Functions
Explores risk aversion, utility functions, and asset pricing theory, including classic models and the Kreps-Porteus-Epstein-Zin utility function.
Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula
Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.
Market Structure: Portfolio, Arbitrage, and Consumption
Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.
Expected Utility and Risk-Aversion: Theoretical Foundations
Explores expected utility, risk-aversion, insurance premiums, and portfolio choice in asset pricing.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Asset Pricing: Utility Functions and Risk Management
Explores utility functions and risk management in asset pricing under uncertainty.
Dynamic Portfolio Choice
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Dynamic Portfolio Selection
Log in to Mediaspace to watch this video
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Optimal Betting Strategy
Log in to Mediaspace to watch this video
Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.
Distributionally Robust Portfolio Optimization
Log in to Mediaspace to watch this video
Explores distributionally robust portfolio optimization and compares different estimation approaches and methods for portfolio evaluation.
Dynamic Portfolio Selection
Log in to Mediaspace to watch this video
Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
Principles of Finance: Portfolio Optimization and CAPM
Log in to Mediaspace to watch this video
Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.
Principles of Finance: Risk and Return
Log in to Mediaspace to watch this video
Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.
Previous
Page 1 of 3
Next
