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Lecture
Asset Pricing: Theory and Applications
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Related lectures (32)
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Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Market Structure: Portfolio, Arbitrage, and Consumption
Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.
Asset Pricing: Valuation and Arbitrage
Explores the fundamental theorem of asset pricing and the concept of state prices and risk-neutral measures.
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.
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Asset Pricing: Theory and Applications
Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
