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FIN 620: Asset Pricing

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

By: Oliver Xie
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Decks in this class (14)

Utility Theory
Definition of a lottery 1,
Rational preferences 2,
Axioms of eu 3
16  cards
Portfolio Choice
Diversification principle setup 1,
Prove diversification 2,
Prove principle of diversification 3
8  cards
Complete Markets
Envelope theorem in indirect util...,
Definition of homothetic preferen...,
Equivalent characterization of ho...
8  cards
Equilibrium, Welfare, Multi-Period Models
Equivalent market clearing defini...,
Rational expectations 2,
Pareto efficiency 3
11  cards
Epstein-Zin Preferences
Definition of eis write algebra 1,
No risk euler for ez preferences 2,
Euler equation for ez 3
17  cards
Ambiguity Aversion, Puzzles, and LRR
Define relative entropy two defin...,
What is the ambiguity problem def...,
What is malevolent demon s first ...
12  cards
Habits and Heterogeneity
Describe the three choices of hab...,
What is the rra of habit formatio...,
What is necessary for the surplus...
7  cards
Yield Curves
Bond to yield conversion 1,
Zcb bond returns 2,
Three components of zcb bond retu...
14  cards
Term Structure Models
Price of p_nt zcb sdf 1,
Nominal sdf 2,
Foreign sdf then derive this 3
7  cards
CAPM
Capm assumptions 6 1,
Capital market line 2,
Foc of capm also what is theta 3
6  cards
Factor Models
Priced factors 1,
Arbitrage portfolio 2 properties 2,
Arbitrage portfolio in factor mod...
11  cards
SDF
Complete markets definition of sdf 1,
Risk free is 2,
Risk neutral probability 3
21  cards
Present Value Relations
Three types of efficiency 1,
Shiller critique of emh 2,
Write price as present value for ...
12  cards
misc.
Conditions for sdf iff 1,
Definition of absence of arbitrage 2,
Theoretically e m r r_f 0 why 3
23  cards

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FIN 620: Asset Pricing

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