Explores the Red bus/Blue bus paradox, nested logit models, and multivariate extreme value models in transportation.
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
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.
Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Explores dependence, correlation, and conditional expectations in probability and statistics, highlighting their significance and limitations.
