Sumários
SDFs relationship with ICAPM and APT
7 Março 2025, 10:00 • Paul Michael Edge
SDFs relationship with ICAPM and APT
MV to Betas and factor models
28 Fevereiro 2025, 10:00 • Paul Michael Edge
MV to Betas and factor models
Covariances and MV frontier decomposition
21 Fevereiro 2025, 10:00 • Paul Michael Edge
Covariances and pricing
Utility functions and applications. Equivalence of factor pricing and SDF
14 Fevereiro 2025, 10:00 • Paul Michael Edge
Utility functions and applications. Equivalence of factor pricing and SDF
Stochastic Discount Factors
7 Fevereiro 2025, 10:00 • Paul Michael Edge
Factores de desconto estocásticos até à taxa marginal de substituição