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Concept

Asset pricing

Related lectures (32)

Capital Asset Pricing Model: Risk-Return Trade-off Theory Log in to Mediaspace to watch this video

Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.

Capital Asset Pricing Model: Theory and Applications Log in to Mediaspace to watch this video

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Arbitrage in Multiperiod Models Log in to Mediaspace to watch this video

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Asset Pricing Framework Log in to Mediaspace to watch this video

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

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.

Factor Models: Latent Variables and Asset Pricing Log in to Mediaspace to watch this video

Covers Factor Models, including PCA, asset pricing, factor investing, GMM, and Fama-McBeth estimation.

Financial Performance Evaluation Log in to Mediaspace to watch this video

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Introduction to Derivatives Log in to Mediaspace to watch this video

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.

Generalized Method of Moments (GMM)Log in to Mediaspace to watch this video

Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.

The Binomial Model Log in to Mediaspace to watch this video

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

Portfolio Choice with Leverage Constraints Log in to Mediaspace to watch this video

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Introduction to Derivatives Log in to Mediaspace to watch this video

Introduces derivatives, forward contracts, options, and their financial uses.