Asset Pricing Theory: Mean Variance Analysis

Related lectures (32)

Page 3 of 4

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

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

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Explores factor models, pricing theory, CAPM, and market portfolio efficiency.

Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.

Explores utility functions and risk management in asset pricing under uncertainty.

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

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