Asset Pricing: Valuation and Arbitrage

Related lectures (32)

Page 3 of 4

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

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

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Explores equilibrium and Pareto optimality in asset pricing theory, emphasizing market equilibrium conditions and welfare theorems.

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

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.

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

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

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

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