Business and Finance BooksInvestments Books

Topics in Asset Pricing Lecture Notes

Advertisement

Topics in Asset Pricing Lecture Notes

Topics in Asset Pricing Lecture Notes

This note covers the following topics: From CAPM to market anomalies, Credit risk implications for the cross section of asset returns, Rational versus behavioural attributes of stylized cross-sectional effects, Conditional CAPM, Conditional versus unconditional portfolio efficiency, Multi-factor models, Interpreting factor models, Machine learning methods in asset pricing: Lasso, Ridge, elastic net, group Lasso, Neural Network, and Random Forest, Panel regressions with fixed effects and their association with market-timing and cross-section, investment strategies, Consumption based asset pricing models, The discount factor representation in asset pricing, The equity premium puzzle, The risk free rate puzzle, The Epstein-Zin preferences.

Author(s):

s248 Pages
Similar Books
Investments Lecture notes byMIT

Investments Lecture notes byMIT

The link provides lecture notes for the course Investments offered by the Massachusetts Institute of Technology (MIT). The notes cover various topics related to investments, such as risk and return, asset allocation, portfolio theory, and options. The notes also discuss different types of financial assets, including stocks, bonds, and real estate. In addition, the notes offer examples and mathematical models to help understand key concepts. The course is intended for undergraduate and graduate students interested in finance and investments. Overall, the lecture notes provide a comprehensive introduction to investments and financial markets.

sNA Pages
Macro Investment Analysis

Macro Investment Analysis

This note covers the following topics: Matrices and Programming, Prices, Probabilities, Risk and Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement.

sNA Pages
Foreign Direct Investment Analysis of Aggregate Flows

Foreign Direct Investment Analysis of Aggregate Flows

This book provides a treatise of the unique features of FDI flows, covering both theory and data. It focuses on the determinants of the aggregate flows of FDI at the source-host country level. The book is likely to find its main readership among academics, graduate students, and trained policy professionals.

s215 Pages
Investments Lecture Notes by Prof. Doron Avramov

Investments Lecture Notes by Prof. Doron Avramov

In this lecture note you will study the theory of investment management in domestic and global financial markets and comprehensively describes conceptual paradigms and their extensive applications in practice.

s355 Pages
Picking the Right Investments Investment Analysis

Picking the Right Investments Investment Analysis

This note covers the following topics: The notion of a benchmark, The Capital Asset Pricing Model, The Importance of Diversification, The Effects of Diversification, The Market Portfolio, Risk Aversion and Risk Premiums, Implied Equity Premiums, Estimating Performance, Estimating Boeings Beta, Fundamental Determinants of Betas, From Cost of Equity to Cost of Capital.

s106 Pages
Investment, Capital, and Finance

Investment, Capital, and Finance

This note covers the following topics: Fisher Model, Present Value Calculations, Security Valuation: Bonds, Stocks, Investment Decision Making, Random Variable, Decision Making Under Uncertainty, Portfolio Theory, Capital Asset Pricing Model, Hedging Financial Risk.

sNA Pages
The Mathematics of Investment

The Mathematics of Investment

This book provides an elementary course in the theory and the application of annuities certain and in the mathematical aspects of life insurance. The book is particularly adapted to the needs of students in colleges of business administration, but it is also fitted for study by college students of mathematics who are not specializing in business.

s321 Pages
Investments Lecture Notes

Investments Lecture Notes

This lecture note teaches how to make sound investment decisions through in-depth knowledge of the financial markets, rigorous analytical thinking and precise mathematical derivation.

sNA Pages