Related lectures (78)
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Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.
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Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Generalized Method of Moments (GMM)
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Quantitative Risk Management: Linear Strategies
Explores linear strategies in risk management, translating signals into positions and exploiting predictability.
Factor Models in Finance
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