Capital Asset Pricing Model: Theory and Applications

Related lectures (32)

Page 3 of 4

Explores stock valuation, risk-return relationship, and portfolio returns based on weights.

Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.

Explains present and future value concepts in investment valuation, emphasizing their calculation and significance in financial decision-making.

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.