Lecture

Factor Models and Pricing Theory

In course

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Description

This lecture covers the concept of factor models and pricing theory, discussing the existence of a one-factor beta pricing model and the Capital Asset Pricing Model (CAPM). It explores the conditions for the market portfolio to be efficient and the relationship between factors and pricing errors in large diversified portfolios.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_4zri0has

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

Business

Finance: Investment management

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