CAPM and Factor Models

Guest Lecture

  • CAPM and APT: Andrew Lo @ MIT in 2008

The Capital Asset Pricing Model

  • Guest Video: Overview @ Edspira
  • Guest Video: Beta @ Edspira
  • Guest Video: Systematic vs Idiosyncratic Risk @ Edspira
  • Guest Video: Security Market Line @ Edspira
  • Guest Video: Capital Market Line @ Edspira

Estimate Beta:

Equity Risk Premium

  • Guest Video: Aswath Damodaran @ NYU

Fama and French Models

q-factor Model

Arbitrage Pricing Theory (APT)

  • Multifactor Models