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芝加哥大学布斯商学院资产定价课程Asset Pricing, Part 1（英文字幕）
2.2万
14
2020-09-27 14:56:04
344
142
2143
237
https://www.youtube.com/playlist?list=PLAXSVuGaw0KxTEN_cy-RCuEzzRdnF_xtx
Asset Pricing with Prof. John H. Cochrane
More course details: https://faculty.chicagobooth.edu/john...
视频选集
（1/79）
自动连播
1.1 Diffusions & Diffusion Models
12:21
1.2 Ito's Lemma
08:28
1.3 Q&A with Aaron & Kaylea：Ito's Lemma & Stochastic Calculus
03:01
1.4 Q&A with Aaron：Variances
05:15
1.5 Solving Stochastic Differential Equations
12:44
2a.1 Equity Premium and Risk
13:16
2a.2 Time Varying Risk Premium
10:55
2a.3 The Cross Section of Stock Returns
09:40
2a.4 Facts Summary
04:15
2b.1 A Preview of Asset Pricing Theory
04:13
2b.2 Understanding P = E(Mx)
13:12
3.1 Overview
03:01
3.2 Meet the Players, part 1
08:02
3.3 Q&A with Ben_ Stocks That Don't Pay Dividends
01:18
3.4 Meet the Players, part 2
07:20
3.5 Risk Free Rate and Macroeconomics
08:18
3.6 Q&A with Ben：What about Reality？
02:46
3.7 Consumption and Risk Premiums
09:11
3.8 Risk Premiums & Betas
08:24
3.9 Mean Variance Frontier and Roll Theorem
07:52
3.10 Q&A with Ben：Where is the Hyperbola？
01:37
3.11 Random Walks & Time-Varying Risk Premiums
09:07
3.12 General Equilibrium and Causality
10:22
3.13 Summary
03:36
4a.1 States & Complete Markets
07:06
4a.2 Q&A with Ben：Does S have to be finite？
01:17
4a.3 Discount Factor in Complete Markets
03:08
4a.4 Risk Neutral Probabilities in Complete Markets
04:07
4a.5 Q&A with Aaron：Uniqueness
01:07
4a.6 Investors in Complete Markets
05:26
4a.7 Risk Sharing in Complete Markets
04:30
4a.8 State Space Geometry
05:44
4a.9 Complete Markets Summary
02:57
4b.1 Discount Factor in Incomplete Markets
08:40
4b.2 Theorem 1 What It Does and Does Not Say
03:49
4b.3 Positive M & Arbitrage
04:17
4b.4 Theorem 2 What It Does and Does Not Say
02:43
4b.5 Formulas for X_star
07:21
5a.1 Classic Approach
07:00
5a.2 State-Space [Hansen-Richard] Approach
09:07
5a.3 Comparing Frontiers
05:25
5a.4 Q&A with Aaron
01:56
5a.5 Q&A with Ben
01:47
5a.6 Q&A with Aaron, again
01:20
5a.7 Q&A with Jung Ho
02:33
5a.8 Roll Theorem
05:30
5b.1 Summary and Implications
02:55
5b.2 History and Representation
05:16
5b.3 Fishing
04:27
5b.4 Mimicking Portfolio Theorem & Fishing
04:58
5c.1 Conditioning Down
05:43
5c.2 Instruments & Managed Portfolios
05:23
5c.3 Q&A with Jung Ho
01:40
5c.4 Conditional & Unconditional Models
08:25
5c.5 Q&A with Ben
02:14
6.1 Introduction Overview
08:34
6.2 CAPM Simple 2-Period Quadratic
04:13
6.3 Q&A with Aaron
01:09
6.4 CAPM Derivation with Log Utility or IID Consumption Growth
09:09
6.5 Q&A with Alex
01:48
6.6 ICAPM State Variables
07:20
6.7 Q&A with Alex
01:46
6.8 Multifactor Models - Outside Income
04:11
6.9 Multifactor Models - Portfolio Intuition
05:20
6.10 Intertemporal Example
03:24
6.11 Q&A with Aaron
01:53
6.12 Multifactor Models – U’ Intuition, Macro, Mimicking Portfolios
03:40
6.13 Comments
09:39
6.14 APT (Arbitrage Pricing Theory)
05:55
6.15 APT vs Equilibrium Models (CAPM)
10:14
7.1 Standard Error of the Mean
06:46
7.2 GMM Estimation
08:36
7.3 GMM Distribution
09:35
7.4 Efficient GMM
07:02
7.5 GMM Does OLS
06:36
7.6 Choosing a W Matrix
09:17
7.7 S Matrix Dangers
05:15
7.8 S Matrix Dangers, Part 2
01:55
Asset Pricing with John H Cochrane_bilibili
02:03
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