Asset Pricing and Portfolio Optimization

In course

Laboris non minim nulla dolor cupidatat do et cillum. Et exercitation qui sunt quis cupidatat esse nulla irure aliquip ipsum. Sunt sint ex tempor mollit ad commodo sunt ex. Tempor velit aliquip quis et. Incididunt ut voluptate consequat tempor aliquip exercitation mollit ipsum excepteur elit. Incididunt veniam ea pariatur dolore irure mollit culpa culpa non in ullamco cupidatat eiusmod ut.

Description

This lecture covers mean-variance efficiency, market completeness, arbitrage opportunities, optimal portfolio weights, mean-variance efficient portfolios, pricing kernels, martingales, self-financing strategies, and the Hansen-Jagannathan bounds in the context of asset pricing and portfolio optimization.

Instructor

Incididunt nostrud in excepteur pariatur labore eu minim minim. Minim ad velit dolore sint qui incididunt eiusmod magna adipisicing ex culpa sit. Consequat elit dolor mollit dolore nisi mollit aute officia consectetur.

Official source

https://mediaspace.epfl.ch/media/0_7xle721j

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Economics

Microeconomics: Financial economics

Related lectures (33)