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Related lectures (32)

Page 2 of 4

Efficient Markets: Anomalies and Arbitrage

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

Annual Closing 2021: Financial Management Overview

Provides an overview of the annual closing procedures for the year 2021 at EPFL, focusing on financial management and accounting principles.

Modigliani/Miller Theorem: Firm Value and Capital Structure

Explores the Modigliani/Miller Theorem, showing how firm value remains unaffected by financing policy in ideal capital markets.

Basics 2: Capital and Saving

Covers the law of motion of capital, saving, investment, and estimating a capital stock.

Efficient Market Hypothesis: Evidence and Event Studies

Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.

The Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.

Efficient Markets Hypothesis: Overview and Evidence

Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.

Lehman Brothers: Financial Signal Analysis

Explores the bankruptcy of Lehman Brothers in 2008 and the financial crisis.