This Fall 2004 course site has 15 sets of lecture notes and three problem sets, all in .pdf. The course "begins with static portfolio choice, reviews the capital asset pricing model (CAPM), then develops dynamic equilibrium asset pricing theories and studies some of the puzzles in Financial economics and proposed solutions. Finally, the course discusses market microstructure and behavioral asset pricing." This link is to Archive.org's copy of the site.
Links for Advanced Econometrics and Quantitative Techniques
Teaching and learning materials
Assessment Materials (2 links)
Video and Audio Lectures (2 links)
Curricula and Syllabi (2 links)
Lecture Slides (3 links)
Online Text and Notes (12 links)
Latest Addition:
Adam Szeidl, University of California, Berkeley
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