Capital Asset Pricing Model: Theory and Applications

Related lectures (32)

Page 3 of 4

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

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

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Covers mean-variance portfolio choice, factor models, APT, Sharpe ratio, size and value anomalies, Fama and French models, and factor search.

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.