The course covers several advanced topics in asset pricing, trading-off risks and return, and portfolio optimization. More precisely, students will first analyze two relevant extensions of the Capital Asset Pricing Model (CAPM) and learn how to determine the corresponding equilibrium in financial markets.
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Asset Pricing Models
Ce cours fait partie de Spécialisation Finance
Instructeur : Giovanni Walter Puopolo
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Ce que vous apprendrez
Understand the principles connected to investors' portfolio choices and the criteria that determine the prices of financial instruments
Understand the main functions performed by the financial markets
Analyzing how their introduction influences the households' savings choices and companies' investment in an economy without uncertainty
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Il y a 5 modules dans ce cours
By the end of this week you will learn: how to determine the equilibrium in financial markets under two distinct scenarios within the Capital Asset Pricing Model framework. First, you'll explore equilibrium determination when there is an absence of a riskless security. Second, you'll delve into the complexities of equilibrium determination when investors' preferences are dynamic, and stock returns follow a normal distribution.
Inclus
19 vidéos3 lectures3 devoirs
By the end of this week you will learn how to estimate empirically the risk-return relationship predicted by the Capital Asset Pricing Model
Inclus
17 vidéos4 lectures3 devoirs
By the end of this week you will learn how to determine assets expected returns based on multiple risk factors and absence of arbitrage opportunities
Inclus
24 vidéos4 lectures4 devoirs
By the end of this week, you will acquire a comprehensive understanding of determining equilibrium in a collaborative exchange economy, where agents make joint decisions on consumption and financial asset investment. Additionally, you will learn how to compute equilibrium asset prices and expected returns.
Inclus
22 vidéos4 lectures3 devoirs
By the end of this week, you will gain a comprehensive knowledge of fixed income securities, including an understanding of their diverse characteristics, and the ability to assess their pricing and implied returns
Inclus
22 vidéos3 lectures3 devoirs
Instructeur
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Recommandé si vous êtes intéressé(e) par Finance
IE Business School
University of Geneva
Starweaver
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