Finance Theory I

The CAPM and APT I

Description: This video lecture begins with a review of portfolio theory and presents the expected return of efficient portfolios as in the capital asset pricing model. The significance and implications of the Sharpe-Lintner CAPM are then discussed.

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The CAPM and APT Slides 1–28 (PDF)

  • Video for Part I of The CAPM and APT covers slides 1–6
  • Video for Part II of The CAPM and APT covers slides 4–18
  • Video for Part III of The CAPM and APT covers slides 18–28