Course

FIN-609: Asset Pricing (2011 - 2024)

Summary

This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting emphasis on theoretical models that help our understanding of financial decision making and financial markets.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/asset-pricing-2011-2024-FIN-609

Moodle Page

http://go.epfl.ch/FIN-609

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Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/asset-pricing-2011-2024-FIN-609

Moodle Page

http://go.epfl.ch/FIN-609

About this result

Lectures in this course (31)

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Dynamic Programming: Portfolio Optimization

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Dynamic Arbitrage: Asset Pricing

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

Asset Pricing: Valuation and Arbitrage

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

Market Structure: Portfolio, Arbitrage, and Consumption

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

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