Lecture

Capital Asset Pricing Model: Efficient Portfolios and Market Equilibrium

Related lectures (34)
Asset Pricing: Theory and Applications
Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.
Financial Economics: Portfolio Choice
Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.
Capital Asset Pricing Model: Theory and Applications
Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Pareto Efficiency and Social Welfare
Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.
Portfolio Management: Risk and Return
Explores portfolio rate of return, valuation, risk characterization, and historical performance, emphasizing diversification benefits and mean-variance analysis.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Dynamic Portfolio Choice
Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.
Financial Performance Evaluation
Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

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.