Portfolio Theory: Risk Parity Strategy

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Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Market Structure: Portfolio, Arbitrage, and Consumption

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Capital Asset Pricing Model

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Factor Models in Finance

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Currency and Commodity Investments

Explores currency and commodity investments, monetary policy effects, and bond-stock correlations.

Asset Pricing: Theory and Applications

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

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.

Portfolio Optimization: Risk and Return Log in to Mediaspace to watch this video

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Efficient Portfolio: CAPM Application Log in to Mediaspace to watch this video

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Financial Market Models: Arbitrage and Completeness Log in to Mediaspace to watch this video

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Factor Investing: An Overview Log in to Mediaspace to watch this video

Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.

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.

Introduction to Finance: Risk and Return in Portfolios Log in to Mediaspace to watch this video

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Principles of Finance: Efficient Portfolios and Risk Management Log in to Mediaspace to watch this video

Explores efficient portfolios, risk management, and the CAPM model in finance.

Financial Markets Overview Log in to Mediaspace to watch this video

Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.

The Black-Scholes-Merton Model Log in to Mediaspace to watch this video

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Introduction to Derivatives Log in to Mediaspace to watch this video

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

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