The course Asset Pricing I will provide students with the main theoretical and analytical tools to study and understand the economics of financial markets and portfolio choices. After learning the different structure that financial markets can take and the key functions that these perform, learners will analyze how financial markets affect saving and investment decisions in an economy with no uncertainty.
Asset Pricing Fundamentals
Ce cours fait partie de Spécialisation Finance
Instructeur : Lorenzo Pandolfi
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Ce que vous apprendrez
Understand the principles underlying investors' portfolio choices and the criteria that determine the prices of financial instruments
Understand the main functions performed by the financial markets
Analyzing how the introduction of the financial markets influences the saving choices of households
Analyzing how the introduction of the financial markets influences the investment choices of businesses in an economy without uncertainty
Compétences que vous acquerrez
- Catégorie : Valuation (Finance)
- Catégorie : Financial Markets
- Catégorie : contingent claim market
- Catégorie : Capital Asset Pricing Models
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Il y a 6 modules dans ce cours
By the end of this week, you will learn the various structures financial markets can adopt and comprehend their primary functions. You'll also be able to assess how the establishment of financial markets influences households' choices regarding saving and borrowing, along with companies' decisions regarding investment, all within an economy devoid of uncertainty.
Inclus
31 vidéos4 lectures3 devoirs
This week you will learn the theoretical principles that underlie individual choices under uncertainty, that is, in the presence of risk, in light of expected utility theory. Additionally, you will examine how to characterize agents' attitudes towards risk and the primary criteria for comparing risky prospects. These criteria include first- and second-order stochastic dominance, as well as the mean-variance criterion.
Inclus
21 vidéos4 lectures3 devoirs
By the end of this week you will understand how to analyze contingent claim markets and the risk neutral evaluation.
Inclus
14 vidéos4 lectures3 devoirs
By the end of this week you will learn the principles underlying investors' portfolio choice and to analyze, in particular, how stock market participation depends on individual preferences and stocks' fundamentals (expected return and riskiness).
Inclus
15 vidéos4 lectures3 devoirs
By the end of this week you will be able to identify the set of efficient portfolios in an economy with many risky assets and to analyze, in this economy, the portfolio choices of investors with mean-variance preferences, so as to characterize stocks' aggregate demand.
Inclus
16 vidéos4 lectures4 devoirs
By the end of this week, you will learn the concept of equilibrium in financial markets. You'll apply this understanding to an economy featuring numerous risky assets and a riskless asset, all within a framework of risk-averse investors with mean-variance preferences. Additionally, you'll gain the ability to calculate equilibrium prices and expected excess returns. Furthermore, you'll recognize that these values are contingent upon the covariance risk of assets, which is quantified by asset betas.
Inclus
17 vidéos4 lectures4 devoirs
Instructeur
Offert par
Recommandé si vous êtes intéressé(e) par Finance
IESE Business School
University of Illinois Urbana-Champaign
University of Michigan
IE Business School
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