Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
