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Lecture
Asset Pricing and Portfolio Optimization
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Related lectures (32)
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Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Factor Models and CAPM
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
Arbitrage in Multiperiod Models
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Asset Pricing Theory: Dynamic Arbitrage Pricing
Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.
