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Lecture
Efficient Markets Hypothesis: Overview and Evidence
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Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Financial Time Series Analysis
Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.
Mean-Variance Efficient Frontier
Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.
Portfolio Choice with Leverage Constraints
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: Applications and Implications
Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Arbitrage in Multiperiod Models
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
