Big Data Asset Pricing Lecture 1 : A Primer on Asset Pricing (Presentation Slides)

These lecture notes are part of a course on Big Data Asset Pricing. The topics covered in this Primer on Asset Pricing include fundamentals of asset pricing, state prices and their relation to beta pricing, mimicking portfolios, Hansen-Jagannathan bounds, equilibrium pricing, market efficiency, multi-factor beta-pricing, and factor models

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Year of publication:	[2022]
Authors:	Pedersen, Lasse Heje
Publisher:	[S.l.] : SSRN
Subject:	CAPM \| Börsenkurs \| Share price \| Big Data \| Big data \| Theorie \| Theory

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Extent:	1 Online-Ressource (42 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2022 erstellt
Other identifiers:	10.2139/ssrn.4068545 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013291239