Capital Asset Pricing Model

Professor Dr. Markus Rudolf, Allianz Endowed Chair of Finance, WHU, explains the Capital Asset Pricing Model (CAPM)

[@huxka]

I'm so jealous of students who are taking classes with him. He is excellent in teaching!

[@Utbe31]

Highly valuable course - Efficient and simple in 30 minutes !

[@bunyawikaisuksakul]

I swear I have been looking for the way to derive SML from CML for few days in Google; visiting too many pages of knowledgeable content. This is the only one that give me the simple explanation of the derivation. Bow down to the greatest teacher of the Universe ...

[@giuliatipaldi6023]

This is exactly what i was looking for! Thank you very much!! you are a great professor!

[@temich_moneyman]

simply amazing lesson. hands down. wow.

[@moonsurfing]

excellent explanation in a crystal clear manner. Thank you very much for sharing this with us. Deeply appreciated.

[@muhammadmaqsood4408]

#Dr.MarkusRudolf Really have a brief lecture on CAPM and security line. Highly appreciable. Includes all material. Thank you so much for this valuable lecture. If you have any lecture on option please upload

[@MrUmeshrathore]

My wife is a MBA in Finance & she is a fan!

[@yannisabisemaan4284]

very very helpful!! amazing Professor!

[@hnt7961]

I swear you know inside out what you’re teaching.

[@cananseyhan8166]

PLEASE ANSWER MY QUESTIONS!!! I have 2 questions: 1)I dont get it that alpha must be zero according to Capm assumption. Because, it accepts efficient market hypothesis. But like in that video, we can get alpha that different than zero mathematically. 2) In asset pricing model, everybody says we estimate returns. My question is what are we estimate in asset pricing models? What I understand that we use past data of stocks as expected returns to estimate coefficient and after that we look results to say whether the factors used in model significant to explain stock returns. And if the factor significant, what are we gonna get?

[@aljodomo]

Danke genau das habe ich gesucht! :)

[@alia5551]

HIGHLY HIGHLY HIGHLY RECOMMENDED. Thankyou so much!

[@mostafaraitab8373]

Hello Mr. Rudolf, Can you give me the script of the program that you used to do the simulations? Thank you in advance

[@ahmedeshetu6594]

"Thank you very much!! you are a great professor

[@joshabbott8849]

Excellent video

[@rahuldalal4763]

Amazing lesson

[@Thedjsmokeybear]

OMG this guy is so cute! He teaches pretty well too.

[@jhkmatthews]

Cheers, really helpful

[@brucezhou2587]

good teaching

[@brad79hooah]

An excellent video! My one criticism would be that he implies that bonds are part of the Market portfolio, which they are not.

[@wenyangmin6126]

amazing, thank you soo much!

[@zvmvn]

amazing!

[@bahadirozer]

good job

[@tilmanmay6809]

Awesome!

[@entropica]

The first convex frontier and the second linear frontier both become parabolae when plotting the expected return over the variance (aka volatility squared) instead of the volatility (aka standard deviation). Thus there is nothing special about the linearity of the second frontier, it's a degenerated hyperbola.

[@rithvikkumar2642]

Brilliant. :)

[@dieKatzeLiefImSchnee.]

Great!!!!!!

[@ingvar1996]

hero

[@Potencyfunction]

abc and Z..