Aula 03

2 Março 2012, 18:00 • Bernardino Adão

Correcção do Trabalho de Casa

Consumption Based Price Model

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Lecture 2

24 Fevereiro 2012, 18:00 • Bernardino Adão

Pricing Risk, Mean Variance Frontier, CAPM and Sharpe Ratios

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Lecture 1

17 Fevereiro 2012, 18:00 • Bernardino Adão

Program: Overview, class description, shedule and reading list

Robert Lucas 1978: "Asset prices in an exchange economy" Econometrica

Mehra Prescott 1985: "The equity premium puzzle" JME

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