Lecture

Asset Pricing: Theory and Applications

Related lectures (50)
Efficient Portfolio: CAPM Application
Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.
Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Efficient Markets: Anomalies and Arbitrage
Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.
Spatial Analysis: Spatial Statistics and Analysis
Explores spatial statistics, digital elevation models, land cover analysis, and geographically weighted regression in spatial analysis.
Principles of Finance: CAPM and Portfolio Management
Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.
Mean-Variance Efficient Frontier
Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.