Asset Pricing

 

 


 

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E.g., 2016-12-05
E.g., 2016-12-05
E.g., 2016-12-05
Dec 5th 2016

In this course, you will start by reviewing the fundamentals of investments, including the trading off of return and risk when forming a portfolio, asset pricing models such as the Capital Asset Pricing Model (CAPM) and the 3-Factor Model, and the efficient market hypothesis.

Average: 6 (2 votes)
Jun 8th 2015

This course is part one of an introductory survey of graduate-level academic asset pricing. We will focus on building the intuition and deep understanding of how the theory works, how to use it, and how to connect it to empirical facts. This first part builds the basic theoretical and empirical tools around some classic facts.

Average: 9 (2 votes)
Jun 8th 2015

This course is part two of an introduction to graduate-level academic asset pricing. This second part uses the theory and elaborates empirical understanding. It explores some classic applications including the Fama-French three-factor model, consumption and the equity premium, and extends the theory to cover options, bonds, and portfolios.

Average: 9 (2 votes)