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Lecture
Asset Pricing Theory: Mean Variance Analysis
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Related lectures (44)
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Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
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Factor Models in Finance
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Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
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Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
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Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
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Explores factor models, pricing theory, CAPM, and market portfolio efficiency.
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Explores utility functions and risk management in asset pricing under uncertainty.
Asset Pricing: PhD Lecture
Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula
Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.
Market Structure: Portfolio, Arbitrage, and Consumption
Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.
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Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.
Financial Performance Evaluation
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Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Efficient Portfolio: CAPM Application
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Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
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Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.
Principles of Finance: Efficient Portfolios and Risk Management
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Explores efficient portfolios, risk management, and the CAPM model in finance.
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