This note
covers the following topics: From CAPM to market anomalies, Credit risk
implications for the cross section of asset returns, Rational versus behavioural
attributes of stylized cross-sectional effects, Conditional CAPM, Conditional
versus unconditional portfolio efficiency, Multi-factor models, Interpreting
factor models, Machine learning methods in asset pricing: Lasso, Ridge, elastic
net, group Lasso, Neural Network, and Random Forest, Panel regressions with
fixed effects and their association with market-timing and cross-section,
investment strategies, Consumption based asset pricing models, The discount
factor representation in asset pricing, The equity premium puzzle, The risk free
rate puzzle, The Epstein-Zin preferences.
The
link provides lecture notes for the course Investments offered by the
Massachusetts Institute of Technology (MIT). The notes cover various topics
related to investments, such as risk and return, asset allocation, portfolio
theory, and options. The notes also discuss different types of financial assets,
including stocks, bonds, and real estate. In addition, the notes offer examples
and mathematical models to help understand key concepts. The course is intended
for undergraduate and graduate students interested in finance and investments.
Overall, the lecture notes provide a comprehensive introduction to investments
and financial markets.
Author(s): Prof. Reto Gallati, Massachusetts Institute of Technology
This note covers the following topics:
Matrices and Programming, Prices, Probabilities, Risk and Return, Optimization,
Factor Models, Style Analysis, Equilibrium, Performance Measurement.
This book provides a treatise of the unique features of FDI flows,
covering both theory and data. It focuses on the determinants of the aggregate
flows of FDI at the source-host country level. The book is likely to find its
main readership among academics, graduate students, and trained policy
professionals.
In this
lecture note you will study the theory of investment management in domestic and
global financial markets and comprehensively describes conceptual paradigms and
their extensive applications in practice.
This
note covers the following topics: The notion of a benchmark, The Capital Asset
Pricing Model, The Importance of Diversification, The Effects of
Diversification, The Market Portfolio, Risk Aversion and Risk Premiums, Implied
Equity Premiums, Estimating Performance, Estimating Boeings Beta, Fundamental
Determinants of Betas, From Cost of Equity to Cost of Capital.
This note covers the following
topics: Fisher Model, Present Value Calculations, Security Valuation: Bonds,
Stocks, Investment Decision Making, Random Variable, Decision Making Under
Uncertainty, Portfolio Theory, Capital Asset Pricing Model, Hedging Financial
Risk.
This book provides an
elementary course in the theory and the application of annuities certain and in
the mathematical aspects of life insurance. The book is particularly
adapted to the needs of students in colleges of business administration, but it
is also fitted for study by college students of mathematics who are not
specializing in business.
This lecture note teaches how to make sound investment decisions
through in-depth knowledge of the financial markets, rigorous analytical
thinking and precise mathematical derivation.