Teaching

Minicourse: Macroeconomics and Risk Premia

45th EBE meeting

Lectures:

1. The Role of Risk and Perturbation Methods

2. Monetary Policy and Asset Prices

University of Illinois at Urbana-Champaign

Advances in Asset Pricing, PhD

Syllabus

Lectures:

3. Market Efficiency and Return Predictability

4. Long-Run Risks and Recursive Preferences

5. Habit Formation Models

6. Rare Disasters

7. The Cross-Section of Stock Returns

8. Preference Heterogeneity and the Wealth Distribution

9. Macro-Finance and Financial Frictions

10. Asset Pricing with Subjective Beliefs

11. OTC Markets and Search Frictions