Macrofinance: Asset Pricing and Macroeconomic Interdependence

Related lectures (31)

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

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

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

Explores the Equity Premium Puzzle and its macrofinance implications.

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

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

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

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

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

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