Lecture

Asset Pricing Theory: Mean Variance Analysis

In course

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Description

This lecture covers the mean variance analysis and the Capital Asset Pricing Model (CAPM). It discusses risk, market equilibrium, portfolio optimization, pricing kernels, and factor models. The instructor explains the optimal consumption, portfolio holdings, and equilibrium price vector. The lecture also delves into the concept of risk aversion and the Sharpe ratio in asset pricing.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_83rlquyg

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

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