Asset Pricing: Theory and Applications

Related lectures (32)

Page 3 of 4

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

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

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

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

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

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.