Financial Performance Evaluation

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 3 of 4

Capital Asset Pricing Model: Risk-Return Trade-off Theory

Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.

Introduction to Finance: Risk and Return in Portfolios

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Dynamic Programming: Portfolio Optimization

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Portfolio Optimization: Risk and Return

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Factor Models: Portfolio Optimization and APT

Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.

Factor Models: Latent Variables and Asset Pricing

Covers Factor Models, including PCA, asset pricing, factor investing, GMM, and Fama-McBeth estimation.

Arbitrage in Multiperiod Models

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.