Factor Models in Finance

Related lectures (32)

Page 3 of 4

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.

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

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

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