Capital Asset Pricing ModelDelves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Asset Pricing: PhD LectureExplores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Asset Pricing FrameworkExplores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Portfolio Choice with Leverage ConstraintsExplores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.