Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
