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technology & finance
technology & finance
Table of Contents Intro CAPM (Capital Asset Pricing Model) Fama-French 3-Factor Model Momentum and Contrarian Effects 4. Fama-French-Carhart 4-Factor Model Intro Talking about any history is like talking about investment ( or trading, whatever), people used to prove that they…
Table of Contents Introduction CAPM / Simple 2-Period Quadratic Introduction CAPM / Simple 2-Period Quadratic
Table of Contents Basic Asset Pricing Formula Classic Issue Risk free rate Excess return Present values Classic Issue in Finance Risk Premiums Consumption + Risk Premium Risk Premiums & Betas Mean Variance Frontier and Roll Theorem What is asset pricing…
Table of Contents This is a Youtube video Note. MPT first by Markowitz. Markowitz suggested that the asset’s volatility was a good metric to use to assess total risk. In other words, the more volatile an asset’s price, the more…
