Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Asset pricing

Related lectures (32)

Equilibrium State Prices Determination

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

Asset Pricing: Theory and Applications

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

Capital Asset Pricing Model

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

Mean-Variance Portfolio Theory

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Asset Pricing: Fundamental Theorems

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.

Asset Pricing: PhD Lecture

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Factor Models in Finance

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

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

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.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Asset Pricing Theory: Dynamic Arbitrage Pricing

Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.

Asset Pricing and Portfolio Optimization

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Asset Pricing: Utility Functions and Risk Management

Explores utility functions and risk management in asset pricing under uncertainty.

Investments: Portfolio Selection and Asset Pricing

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

Asset Pricing: Valuation and Arbitrage

Explores the fundamental theorem of asset pricing and the concept of state prices and risk-neutral measures.

Factor Models in Finance

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

Pareto Efficiency and Social Welfare

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

Introduction to Derivatives Log in to Mediaspace to watch this video

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.