PODCAST · business
Asset Pricing Models in Modern Finance
by Ahmad Virk
sset pricing is the intellectual core of modern finance. It seeks to answer a deceptively simple question: why do different assets—stocks, bonds, real estate, derivatives—have different prices and expected returns? The answer lies in risk. Investors demand compensation for bearing risk, but not all risk is rewarded. lets Explain
-
4
The Capital Asset Pricing Model
This article explains the CAPM, which links an asset’s expected return to its beta—sensitivity to the overall market. It covers the security market line, the distinction between systematic and idiosyncratic risk, and why CAPM became finance’s cornerstone despite empirical failures, including the low-beta anomaly.
-
3
Multi-Factor Models Beyond Beta
This article explores multi-factor models, from Fama-French’s size and value factors to Carhart’s momentum and newer quality/low-volatility factors. It explains how these models better capture cross-sectional stock returns, the empirical evidence against CAPM, and the rise of factor investing in quantitative finance.
We're indexing this podcast's transcripts for the first time — this can take a minute or two. We'll show results as soon as they're ready.
No matches for "" in this podcast's transcripts.
No topics indexed yet for this podcast.
Loading reviews...
ABOUT THIS SHOW
sset pricing is the intellectual core of modern finance. It seeks to answer a deceptively simple question: why do different assets—stocks, bonds, real estate, derivatives—have different prices and expected returns? The answer lies in risk. Investors demand compensation for bearing risk, but not all risk is rewarded. lets Explain
HOSTED BY
Ahmad Virk
CATEGORIES
Loading similar podcasts...
Frequently Asked Questions
How many episodes does Asset Pricing Models in Modern Finance have?
Asset Pricing Models in Modern Finance currently has 2 episodes available on PodParley. New episodes are automatically indexed when they're published to the podcast feed.
What is Asset Pricing Models in Modern Finance about?
sset pricing is the intellectual core of modern finance. It seeks to answer a deceptively simple question: why do different assets—stocks, bonds, real estate, derivatives—have different prices and expected returns? The answer lies in risk. Investors demand compensation for bearing risk, but not all...
How often does Asset Pricing Models in Modern Finance release new episodes?
Asset Pricing Models in Modern Finance is no longer actively publishing new episodes, but the existing catalog remains available.
Where can I listen to Asset Pricing Models in Modern Finance?
You can listen to Asset Pricing Models in Modern Finance on PodParley by clicking any episode. We provide an embedded audio player for direct listening.
Who hosts Asset Pricing Models in Modern Finance?
Asset Pricing Models in Modern Finance is created and hosted by Ahmad Virk.
URL copied to clipboard!