March 24, 2009, Christopher Carroll AssetPricingIndex604

This document provides an index of the lecture notes/handouts associated with the Asset Pricing component of Christopher Carroll’s graduate course 180.604, Macroeconomic Theory II: Intertemporal Choice, at Johns Hopkins University. The notes available will expand over time.

The online directory that contains all course notes is \hand

The handouts are arranged in the chronological order in which they are used in the class.

CARAPortfolio:

Portfolio Choice Under CARA Utility
[pdf] [html]

LucasAssetPrice:

The Lucas Asset Pricing Model
[pdf] [html]

EquityPremiumPuzzle:

The Equity Premium Puzzle and the Riskfree Rate
[pdf] [html]

C-CAPM:

The Consumption Capital Asset Pricing Model (C-CAPM)
[pdf] [html]

Bubbles:

Canonical Asset Pricing and Rational Bubbles
[pdf] [html]