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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the mean variance analysis and the Capital Asset Pricing Model (CAPM). It discusses risk, market equilibrium, portfolio optimization, pricing kernels, and factor models. The instructor explains the optimal consumption, portfolio holdings, and equilibrium price vector. The lecture also delves into the concept of risk aversion and the Sharpe ratio in asset pricing.