Market Structure: Portfolio, Arbitrage, and Consumption

In course

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Description

This lecture covers market structure, risky asset prices, portfolio holdings, completeness of markets, arbitrage, state prices, the law of one price, and optimal consumption-portfolio choice problems. It also discusses valuation functionals, the fundamental theorems of asset pricing, and risk-neutral measures.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_odg7lmjd

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

Mathematics

Algebra: Linear algebra

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