Slides

Each lecture deck is embedded below. Click a deck and use its own controls (or the arrow keys) to navigate, open it full screen, or download it.

Lecture 1 — Introduction

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Lecture 2 — Portfolio Choice

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Lecture 3 — Multifactor Models And The Reproducibility Crisis

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Lecture 4 — Machine Learning

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Lecture 5 — Volatility Estimation And Advanced Portfolio Choice

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Lecture 6 — High Frequency Econometrics

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Mandatory Assignment 1 — Evaluation

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Mandatory Assignment 2 — Evaluation

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