Lectures related to Equilibrium State Prices Determination

Asset Pricing: Equilibrium and Pareto Optimality

Explores equilibrium and Pareto optimality in asset pricing theory, emphasizing market equilibrium conditions and welfare theorems.

Pareto Efficiency and Social Welfare

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

Asset Pricing: Theory and Applications

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Market Regulation: External Benefits and Subsidies

Examines market regulation, focusing on external benefits and the effects of subsidies on equilibrium price and quantity.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Tradable Quotas: Market Dynamics and Efficiency

Covers the dynamics of tradable quotas in Zelandia's coal market, focusing on efficiency and market equilibrium.

Macrofinance: Asset Pricing and Macroeconomic Interdependence

Delves into Macrofinance, studying asset pricing, macroeconomic conditions, and financial system interdependence.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Macrofinance Models: Consumption and Equilibrium

Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.

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Imperfect Competition: Cartels and Oligopoly

Explores imperfect competition, cartels, and oligopoly dynamics in markets, analyzing pricing strategies and market outcomes.

Capital Asset Pricing Model

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

Market Structure: Portfolio, Arbitrage, and Consumption

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Mean-Variance Portfolio Theory

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Financial Market Models: Arbitrage and Completeness

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Financial Markets Overview

Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.