Market Structure: Portfolio, Arbitrage, and Consumption

Related lectures (32)

Page 2 of 4

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

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

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

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Explores the fundamental theorem of asset pricing and the concept of state prices and risk-neutral measures.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

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