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Lecture
Asset Pricing Theory: Dynamic Arbitrage Pricing
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Related lectures (32)
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Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Multiperiod Valuation and Hedging
Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Arbitrage in Multiperiod Models
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Asset Pricing and Portfolio Optimization
Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Factor Models and Pricing Theory
Explores factor models, pricing theory, CAPM, and market portfolio efficiency.
Introduction to Derivatives
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
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.
