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Lecture
Asset Pricing: PhD Lecture
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Related lectures (32)
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Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
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Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
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Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
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Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
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Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Asset Pricing Theory: Mean Variance Analysis
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Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
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Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
