Capital Asset Pricing Model

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“I am the wisest man alive, for I know one thing, and that is that I know nothing”  Socrates

The series is written as an academic educational story, loosely inspired from the book Capital Ideas by Peter Bernstein. One of the most exciting books written within the investment management parlance, the book discusses how portfolio management, risk and valuation evolved on the Wall Street. The book captures the role of various actors within the business ecosystem economists, statisticians, mathematicians technicians in understanding and quantifying asset pricing.

The Online Course has the following topics. 

 

  • Introduction to Risk: Meaning & Quantification
  • Discuss CAPM Model in depth
  • Efficient Market Hypothesis
  • Markowitz Model  & Efficient Frontier
  • Capital Asset Line
  • The Security Market Line
  • Risk Adjusted Returns
  • Statistical Analysis

The course has online learning videos, solved questions, an excel practice session using solver function to derive mean variance portfolio, worksheet excel sheet and quizzes. The series is a remake of the educational YouTube video of  CAPM uploaded on The middle Road YouTube channel.  

All material is available for a year

This online course does not cover multifactor models. It is also good to read about Fama French 5 factor model.

Get a certificate of completion from The middle Road. 

Key References