Asset Pricing Theory

Y. Eddie Lu, Winter 2024

Hi! This page hosts my notes on Asset Pricing Theory.

  1. Consumption-Based Pricing
    • Using stochastic discount factor (SDF) in a 2-period settings.
  2. Consumption-Based Pricing Extended
    • Extending to broader time horizons and more economic settings.
  3. Contingent Claims
    • Introducing the concept of contingent claims and connections to previous pricing models.
  4. Macroeconomic Allocation
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