Lectures related to Macrofinance: Asset Pricing and Macroeconomic Interdependence

Macrofinance Models: Consumption and Equilibrium

Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Asset Pricing: Theory and Applications

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Macrofinance Models Analysis

Covers macroeconomic models incorporating financial markets, analyzing financial decisions, macroeconomic events, and policy responses.

Macrofinance: Models and Policy Decisions

Covers macroeconomic models incorporating financial markets and analyzing financial decisions, macroeconomic events, and policy decisions.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Asset Pricing: Equilibrium and Pareto Optimality

Explores equilibrium and Pareto optimality in asset pricing theory, emphasizing market equilibrium conditions and welfare theorems.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Pareto Efficiency and Social Welfare

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

Output and Exchange Rates: Short Run Dynamics

Explores short-run dynamics of output and exchange rates in a global business environment.

Understanding the Yield Curve

Explores the yield curve's significance in predicting economic trends and recessions based on the relationship between short- and long-term Treasury bond yields.

Economic Growth: Main Components of GDP

Explores the main components of GDP, trade balance, exchange rate, and monetary policy.

Asset Pricing: Theory and Applications

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

Structural Mechanics Principles: Equilibrium and Stability

Explores the principles of structural mechanics, including internal loads, equilibrium stability, and the superposition principle.

Global Business Environment: Determinants and Impacts

Explores interest rates, exchange rates, economic activity, and global economic events.

Virtual Work II: Examples of Potentials

Covers examples of potentials in virtual work for structural mechanics.

Market Regulation: External Benefits and Subsidies

Examines market regulation, focusing on external benefits and the effects of subsidies on equilibrium price and quantity.

Capital Asset Pricing Model

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.