Skip to main content
Graph
Search
fr
|
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Market Liquidity: Equilibrium Prices and Portfolio Choice
Graph Chatbot
Related lectures (32)
Previous
Page 1 of 4
Next
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Efficient Market Hypothesis: Evidence and Event Studies
Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Efficient Markets: Anomalies and Arbitrage
Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Efficient Markets Hypothesis: Overview and Implications
Covers the Efficient Markets Hypothesis, market efficiency, testability, implications on security prices, and evidence on market manipulation.
Market Regulation: External Benefits and Subsidies
Examines market regulation, focusing on external benefits and the effects of subsidies on equilibrium price and quantity.
Efficient Markets: Implications and Anomalies
Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Tradable Quotas: Market Dynamics and Efficiency
Covers the dynamics of tradable quotas in Zelandia's coal market, focusing on efficiency and market equilibrium.
