University of Illinois at Urbana-Champaign
Advances in Asset Pricing, PhD
Syllabus
Lectures:
Market Efficiency and Return Predictability
Long-Run Risks and Recursive Preferences
Habit Formation Models
Rare Disasters
The Cross-Section of Stock Returns
Preference Heterogeneity and the Wealth Distribution
Macro-Finance and Financial Frictions
OTC Markets and Search Frictions