Asset Pricing and Portfolio Optimization

In course

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Description

This lecture covers mean-variance efficiency, market completeness, arbitrage opportunities, optimal portfolio weights, mean-variance efficient portfolios, pricing kernels, martingales, self-financing strategies, and the Hansen-Jagannathan bounds in the context of asset pricing and portfolio optimization.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_7xle721j

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

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