20ECC004 - Financial Economics and Asset Pricing

This class was created by Brainscape user Leon Gogiqi. Visit their profile to learn more about the creator.

Decks in this class (11)

WEEK 1 - Risk and Return
What are financial assets,
How do you calculate fv,
How do you calculate the pv of fu...
21  cards
WEEK 2 - Capital Allocation and Optimal Complete Portfolio
What is the only difference in pe...,
What is the importance in diversi...,
How do you calculate weight of as...
25  cards
Week 3 - Optimal Diversification (1) (EFFICIENT FRONTIER CURVE)
What are the differing types of risk,
How do you calculate the weight o...,
How do you calculate the weight o...
15  cards
Week 4 - Optimal Diversification (2) (COMPUTING EFFICIENT PORTFOLIO/FRONTIER)
What is the value for a,
What is the value for b,
What is the value for c
14  cards
Week 5 - Single Index Model
What does the performance of the ...,
How is the single index model dif...,
How do you calculate the return o...
20  cards
Week 6 - CAPM (1)
Who created the capm theory,
How do you calculate the required...,
What does the required rate of re...
19  cards
Week 7 - CAPM (2)
What occurs under a capm where th...,
What does the zero beta portfolio...,
What is the zero beta capm equation
21  cards
Week 8 - APT and French Fama Three Factor Model
What the sources of a return on a...,
When using the single factor mode...,
How do you calculate the excess r...
34  cards
Week 9 - Efficient Market Hypothesis
What does the efficient mkt hypot...,
What is the fair game model,
How do we define t 1 as a fair game
30  cards
Week 10 - Equity Evaluation Model
What is fundamental analysis,
What is valuation by comparables,
What are the some of the ways to ...
25  cards
WEEK 11 - Bond Pricing and the Yield Curve
What do we call issuers and holde...,
What is the indenture,
What is usually the par value
27  cards

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20ECC004 - Financial Economics and Asset Pricing

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