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Consumption-based capital asset pricing model
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Related lectures (32)
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Portfolio Management Fundamentals
Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.
Capital Asset Pricing Model: Theory and Applications
Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.
Financial Performance Evaluation
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Principles of Finance: CAPM and Portfolio Management
Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.
Capital Asset Pricing Model: Applications and Implications
Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.
Asset Pricing: Theory and Applications
Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.
Asset Pricing: PhD Lecture
Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Asset Pricing and Hedging in Complete Markets
Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.
Equity Premium Puzzle
Explores the Equity Premium Puzzle and its macrofinance implications.