COURSE·FQF3004

Asset Pricing Theory

Finance & Investments

18 Chapters

Offered in

Finance & Quantitative FinanceFQF3004coreFinance

Chapters

Ch 1FREE

Foundations of Choice Under Uncertainty

16 min

Ch 2FREE

Measuring Risk Aversion and Utility Representations

13 min

Ch 3

Anomalies and Alternatives to Expected Utility

19 min

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Ch 4

Static Portfolio Choice

15 min

Ch 5

Equilibrium in Complete Markets

15 min

Ch 6

Multi-Period Consumption and Portfolio Decisions

13 min

Ch 7

The Stochastic Discount Factor and Asset Pricing Fundamentals

11 min

Ch 8

Mean-Variance Analysis and the Capital Asset Pricing Model

17 min

Ch 9

Factor Models and Arbitrage Pricing Theory

19 min

Ch 10

Consumption-Based Asset Pricing and the Equity Premium Puzzle

18 min

Ch 11

Advanced Asset Pricing Models

16 min

Ch 12

Introduction to Continuous-Time Stochastic Processes

15 min

Ch 13

Continuous-Time Finance Pricing and Hedging

13 min

Ch 14

Market Microstructure Liquidity and Transaction Costs

14 min

Ch 15

Information and Strategic Trading

15 min

Ch 16

Limit Order Books and Price Formation

17 min

Ch 17

Auctions and Information Aggregation

12 min

Ch 18

Dynamic Models of Market Microstructure

12 min