Uploaded on Apr 20, 2017

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The Stochastic Discount Factor (SDF) Approach and How to Derive the CAPM from It
This video tutorial, by Professor Dr. Markus Rudolf, Dean of WHU-Otto Beisheim School of Management, helps you understand the Stochastic Discount Factor (SDF) approach out of which all neoclassical asset pricing models can be derived. After explaining the SDF, we exemplary derive the Capital Asset Pricing Model (CAPM) out of the Euler equation, which is at the core of the SDF approach. For more information regarding the Capital Asset Pricing Model (CAPM) check out this video tutorial also by Professor Dr. Markus Rudolf: https://youtu.be/gZCYoh-6rhY https://www.whu.edu/
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