Asset Pricing: Theory and Applications

Related lectures (32)

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

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

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

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Explores efficient portfolios, risk management, and the CAPM model in finance.

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.