Teaching notes empirical asset pricing for courses taught by Ralph Koijen and Stijn Van Nieuwerburgh (last updated April 2024)
- Introduction
- Return Predictability and the Term Structure of Returns
- The Cross-section of Expected Returns and the Factor Zoo
- Intermediary Asset Pricing
- Production-based Asset Pricing
- A Demand System Approach to Asset Pricing
- Mutual Funds and Hedge Funds
- Volatility
- The Term Structure of Interest Rates
- Corporate Bonds and CDS
- Currencies
- Commodities
- Real Estate and MBS