Factor Models in Finance

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Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.

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.

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

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

Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.

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

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

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.