Asset Pricing Models
$49
ENROLL NOWCourse Overview
What You'll Learn
- More precisely, students will first analyze two relevant extensions of the Capital Asset Pricing Model (CAPM) and learn how to determine the corresponding equilibrium in financial markets.
- Next, they will learn how to estimate empirically the risk-return relationship predicted by the Capital Asset Pricing Model.
- In the Arbitrage Pricing Theory, they will learn how to determine assets expected returns based on multiple risk factors and absence of arbitrage opportunities.
The course covers several advanced topics in asset pricing, trading-off risks and return, and portfolio optimization. More precisely, students will first analyze two relevant extensions of the Capital Asset Pricing Model (CAPM) and learn how to determine the corresponding equilibrium in financial markets. Next, they will learn how to estimate empirically the risk-return relationship predicted by the Capital Asset Pricing Model. Students will also analyze two pricing models alternative to the CAPM. In the Arbitrage Pricing Theory, they will learn how to determine assets expected returns based on multiple risk factors and absence of arbitrage opportunities. In the Consumption Capital Asset Pricing Model, instead, they will learn how to solve the investors' joint consumption/investment decision problem and how to compute the equilibrium asset prices and expected returns in a dynamic pure exchange economy. Finally, the course concludes with a focus on the pricing of fixed income instruments.
Course FAQs
Is this an accredited online course?
Accreditation for 'Asset Pricing Models' is determined by the provider, Università di Napoli Federico II. For online college courses or degree programs, we strongly recommend you verify the accreditation status directly on the provider's website to ensure it meets your requirements.
Can this course be used for continuing education credits?
Many of the courses listed on our platform are suitable for professional continuing education. However, acceptance for credit varies by state and licensing board. Please confirm with your board and {course.provider} that this specific course qualifies.
How do I enroll in this online school program?
To enroll, click the 'ENROLL NOW' button on this page. You will be taken to the official page for 'Asset Pricing Models' on the Università di Napoli Federico II online class platform, where you can complete your registration.
