Investments: Portfolio Selection and Asset Pricing

Related lectures (32)

Page 3 of 4

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Explores the Capital Asset Pricing Model, efficient portfolios, market equilibrium, and risk assessment theories.

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

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

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

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

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

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

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

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.