Delve into advanced asset pricing models and portfolio optimization techniques for a deeper understanding of financial strategies and decision-making.
Delve into advanced asset pricing models and portfolio optimization techniques for a deeper understanding of financial strategies and decision-making.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Finance Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
Instructors:
English
What you'll learn
Master CAPM extensions and applications
Understand arbitrage pricing theory
Analyze equilibrium asset prices
Evaluate fixed income securities
Apply multi-factor pricing models
Skills you'll gain
This course includes:
7.5 Hours PreRecorded video
16 assignments
Access on Mobile, Tablet, Desktop
FullTime access
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There are 5 modules in this course
This advanced course covers sophisticated topics in asset pricing, including CAPM extensions, Arbitrage Pricing Theory, and the Consumption CAPM. Students learn to determine equilibrium in financial markets, analyze risk-return relationships, and evaluate fixed income instruments.
Capital Asset Pricing Model Extensions
Module 1 · 1 Hours to complete
Testing the Capital Asset Pricing Model
Module 2 · 1 Hours to complete
The Arbitrage Pricing Theory
Module 3 · 2 Hours to complete
The Consumption Capital Asset Pricing Model
Module 4 · 1 Hours to complete
Bond Pricing
Module 5 · 1 Hours to complete
Fee Structure
Instructor
Financial Economics Expert and Asset Pricing Specialist
Dr. Giovanni Walter Puopolo serves as Associate Professor of Economics at the University of Naples Federico II and Research Fellow at the Center for Studies in Economics and Finance (CSEF). His academic credentials include dual Ph.D.s in Economics from the University of Naples Federico II and in Finance from the University of Lausanne and Swiss Finance Institute. Through his Coursera course "Financial Markets and Investment Strategy," he helps students understand asset pricing and corporate finance principles. His research has been published in prestigious journals including the Review of Finance and The Journal of Banking & Finance. Previously an Assistant Professor at Bocconi University, he brings extensive teaching experience in finance at undergraduate, graduate, and Ph.D. levels. His expertise spans asset pricing, corporate finance, and investment strategies, combining theoretical frameworks with practical applications in financial markets.
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