Asset Pricing Part John Cochrane | 7D3B64EC6B1AEF3CB09C0947F56A38FE187C65C9

Asset Pricing Part John Cochrane

Name	Asset Pricing Part 1 & 2 - John Cochrane	DOWNLOAD Copy Link Trouble downloading? see How To
Total Size	6.0 GB
Total Files	137
Hash	7D3B64EC6B1AEF3CB09C0947F56A38FE187C65C9

/Asset Pricing Part 1 - John Cochrane/
Asset Pricing Part 1 0.0 1. Continuous Time Diffusions & Diffusion Models (1220).mp4	81.2 MB
Asset Pricing Part 1 0.1 Q&A with AaronKaylea Ito's Lemma & Stochastic Calculus (259).mp4	19.2 MB
Asset Pricing Part 1 0.2 2. Continuous Time Ito's Lemma (827).mp4	53.2 MB
Asset Pricing Part 1 0.3 Q&A with Aaron Variances (513).mp4	36.3 MB
Asset Pricing Part 1 0.4 3. Continuous Time Solving Stochastic Differential Equations (1243).mp4	77.7 MB
Asset Pricing Part 1 1.0 1. Equity Premium and Risk (1315).mp4	92.6 MB
Asset Pricing Part 1 1.1 2. Time Varying Risk Premium (1054).mp4	77.8 MB
Asset Pricing Part 1 1.2 3. The Cross Section of Stock Returns (939).mp4	67.5 MB
Asset Pricing Part 1 1.3 4. Summary (414).mp4	26.8 MB
Asset Pricing Part 1 10.0 1. Standard Error of the Mean (645).mp4	44.7 MB
Asset Pricing Part 1 10.1 2. GMM Estimation (835).mp4	56.3 MB
Asset Pricing Part 1 10.2 3. GMM Distribution (934).mp4	61.1 MB
Asset Pricing Part 1 10.3 4. Efficient GMM (701).mp4	45.4 MB
Asset Pricing Part 1 10.4 5. GMM Does OLS (635).mp4	43.2 MB
Asset Pricing Part 1 10.5 6. Choosing a W Matrix (916).mp4	59.3 MB
Asset Pricing Part 1 10.6 7. S Matrix Dangers (514).mp4	33.6 MB
Asset Pricing Part 1 10.7 8. S Matrix Dangers Part 2 (154).mp4	12.1 MB
Asset Pricing Part 1 2.0 1. A Preview of Asset Pricing Theory (412).mp4	28.3 MB
Asset Pricing Part 1 2.1 2. Understanding P = E(Mx) (1311).mp4	95.1 MB
Asset Pricing Part 1 3.0 1. Overview (300).mp4	22.2 MB
Asset Pricing Part 1 3.1 2. Meet the Players part. 1 (800).mp4	55.6 MB
Asset Pricing Part 1 3.10 8. Random Walks & Time-Varying Risk Premiums (906).mp4	56.3 MB
Asset Pricing Part 1 3.11 9. General Equilibrium and Causality (1021).mp4	65.0 MB
Asset Pricing Part 1 3.12 10. Summary (335).mp4	22.7 MB
Asset Pricing Part 1 3.2 Q&A with Ben on Meet the Players 1 (117).mp4	9.0 MB
Asset Pricing Part 1 3.3 3. Meet the Players part. 2 (719).mp4	48.4 MB
Asset Pricing Part 1 3.4 4. Risk Free Rate and Macroeconomics (817).mp4	54.2 MB
Asset Pricing Part 1 3.5 Q&A with Ben on interest rates What about reality (245).mp4	18.9 MB
Asset Pricing Part 1 3.6 5. Consumption and Risk Premiums (910).mp4	58.0 MB
Asset Pricing Part 1 3.7 6. Risk Premiums & Betas (823).mp4	55.6 MB
Asset Pricing Part 1 3.8 7. Mean Variance Frontier and Roll Theorem (751).mp4	53.3 MB
Asset Pricing Part 1 3.9 Q&A with Ben on the MVF Where is the Hyperbola (136).mp4	11.4 MB
Asset Pricing Part 1 4.0 1. States & Complete Markets (705).mp4	52.4 MB
Asset Pricing Part 1 4.1 Q&A with Ben Does S have to be finite (118).mp4	10.6 MB
Asset Pricing Part 1 4.2 2. Discount Factor in Complete Markets (306).mp4	25.2 MB
Asset Pricing Part 1 4.3 3. Risk-Neutral Probabilities in Complete Markets (406).mp4	33.9 MB
Asset Pricing Part 1 4.4 Q&A with Aaron Uniqueness (106).mp4	8.9 MB
Asset Pricing Part 1 4.5 4. Investors in Complete Markets (525).mp4	42.0 MB
Asset Pricing Part 1 4.6 5. Risk-Sharing in Complete Markets (429).mp4	36.6 MB
Asset Pricing Part 1 4.7 6. State-Space Geometry (542).mp4	45.9 MB
Asset Pricing Part 1 4.8 7. Complete-Markets Summary (256).mp4	22.2 MB
Asset Pricing Part 1 5.0 Discount Factor in Incomplete Markets (838).mp4	63.8 MB
Asset Pricing Part 1 5.1 Theorem 1 What It Does and Does Not Say (348).mp4	29.7 MB
Asset Pricing Part 1 5.2 Positive M & Arbitrage (416).mp4	31.7 MB
Asset Pricing Part 1 5.3 Theorem 2 What It Does and Does Not Say (242).mp4	21.7 MB
Asset Pricing Part 1 6.0 Classic Approach (659).mp4	17.5 MB
Asset Pricing Part 1 6.1 State-Space Approach (906).mp4	65.8 MB
Asset Pricing Part 1 6.2 Comparing Frontiers (524).mp4	38.6 MB
Asset Pricing Part 1 6.3 Q&A with Aaron (155).mp4	13.7 MB
Asset Pricing Part 1 6.4 Q&A with Ben (146).mp4	11.6 MB
Asset Pricing Part 1 6.5 Q&A with Aaron again (119).mp4	8.5 MB
Asset Pricing Part 1 6.6 Q&A with Jung Ho (232).mp4	17.1 MB
Asset Pricing Part 1 6.7 Roll Theorem (529).mp4	38.4 MB
Asset Pricing Part 1 7.0 Summary and Implications (254).mp4	20.0 MB
Asset Pricing Part 1 7.1 History and Representation (514).mp4	39.8 MB
Asset Pricing Part 1 7.2 Fishing (426).mp4	31.6 MB
Asset Pricing Part 1 7.3 Mimicking Portfolio Theorem & Fishing (457).mp4	37.2 MB
Asset Pricing Part 1 8.0 Conditioning Down (542).mp4	39.2 MB
Asset Pricing Part 1 8.1 Instruments & Managed Portfolios (521).mp4	39.9 MB
Asset Pricing Part 1 8.2 Q&A with Jung Ho (139).mp4	10.8 MB
Asset Pricing Part 1 8.3 Conditional & Unconditional Models (824).mp4	55.8 MB
Asset Pricing Part 1 8.4 Q&A with Ben (213).mp4	15.6 MB
Asset Pricing Part 1 9.0 1. IntroductionOverview (832).mp4	78.9 MB
Asset Pricing Part 1 9.1 2. CAPM Simple 2-Period Quadratic (412).mp4	35.9 MB
Asset Pricing Part 1 9.10 Q&A with Aaron (152).mp4	13.2 MB
Asset Pricing Part 1 9.11 8. Multifactor Models – U’ Intuition Macro Mimicking Portfolios (339).mp4	12.5 MB
Asset Pricing Part 1 9.12 9. Comments (938).mp4	104.7 MB
Asset Pricing Part 1 9.13 10. APT (Arbitrage Pricing Theory) (554).mp4	20.0 MB
Asset Pricing Part 1 9.14 11. APT vs Equilibrium Models (CAPM) (1013).mp4	98.0 MB
Asset Pricing Part 1 9.2 Q&A with Aaron (108).mp4	10.6 MB
Asset Pricing Part 1 9.3 3. CAPM Derivation with Log Utility or IID Consumption Growth.mp4	33.7 MB
Asset Pricing Part 1 9.4 Q&A with Alex (147).mp4	12.3 MB
Asset Pricing Part 1 9.5 4. ICAPM State Variables (719).mp4	30.3 MB
Asset Pricing Part 1 9.6 Q&A with Alex (145).mp4	13.8 MB
Asset Pricing Part 1 9.7 5. Multifactor Models - Outside Income (410).mp4	14.9 MB
Asset Pricing Part 1 9.8 6. Multifactor Models - Portfolio Intuition (519).mp4	23.5 MB
Asset Pricing Part 1 9.9 7. Intertemporal Example (323).mp4	13.7 MB
/Asset Pricing Part 2 - John Cochrane/
Asset Pricing Part 2 0.0 1. The FamaFrench 3-Factor Model (753).mp4	68.8 MB
Asset Pricing Part 2 0.1 2. The FamaFrench Model (852).mp4	81.7 MB
Asset Pricing Part 2 0.2 3. Using the 3-Factor Model (641).mp4	50.4 MB
Asset Pricing Part 2 0.3 4. Momentum & Reversal (612).mp4	50.9 MB
Asset Pricing Part 2 0.4 5. What is the FamaFrench 3-Factor Model (950).mp4	88.9 MB
Asset Pricing Part 2 1.0 Carhart 1 (943).mp4	57.3 MB
Asset Pricing Part 2 1.1 Carhart 2 (927).mp4	54.9 MB
Asset Pricing Part 2 1.2 Fama and French (1308).mp4	70.8 MB
Asset Pricing Part 2 1.3 Berk and Green (1051).mp4	67.9 MB
Asset Pricing Part 2 2.0 1. Motivation & Outline.mp4	27.9 MB
Asset Pricing Part 2 2.1 2. Time-Series and GRS (550).mp4	18.3 MB
Asset Pricing Part 2 2.2 3. Cross-Sectional Regressions.mp4	47.5 MB
Asset Pricing Part 2 2.3 4. Comments.mp4	4.2 MB
Asset Pricing Part 2 2.4 5. Fama-MacBeth Regressions.mp4	43.2 MB
Asset Pricing Part 2 2.5 6. GMM SDF Tests.mp4	29.4 MB
Asset Pricing Part 2 2.6 7. Comments 2.mp4	16.3 MB
Asset Pricing Part 2 2.7 8. Testing One Model vs Another (857).mp4	31.0 MB
Asset Pricing Part 2 3.0 Introduction Three facts.mp4	37.4 MB
Asset Pricing Part 2 3.1 One-Period Identities (730).mp4	34.0 MB
Asset Pricing Part 2 3.2 Campbell-Shiller Present Value Formula (443).mp4	21.4 MB
Asset Pricing Part 2 3.3 Volatility (934).mp4	35.3 MB
Asset Pricing Part 2 3.4 Vector Autoregression (853).mp4	41.3 MB
Asset Pricing Part 2 3.5 Volatility and the VAR (437).mp4	23.3 MB
Asset Pricing Part 2 3.6 Impulse-Response Function (908).mp4	50.2 MB
Asset Pricing Part 2 3.7 Univariate vs Multivariate Responses (635).mp4	38.4 MB
Asset Pricing Part 2 3.8 More Variables (825).mp4	43.7 MB
Asset Pricing Part 2 3.9 Pervasive Predictability -- Preview (526).mp4	28.3 MB
Asset Pricing Part 2 4.0 Equity Premium Puzzles (746).mp4	49.8 MB
Asset Pricing Part 2 4.1 Equity Premium Puzzles Comments (741).mp4	45.7 MB
Asset Pricing Part 2 4.2 Habits (737).mp4	47.0 MB
Asset Pricing Part 2 4.3 Habits Discussion (446).mp4	25.6 MB
Asset Pricing Part 2 4.4 Recursive Utility (843).mp4	55.5 MB
Asset Pricing Part 2 4.5 Idiosyncratic Risk (724).mp4	47.1 MB
Asset Pricing Part 2 4.6 Heterogeneous Risk Aversion (622).mp4	38.7 MB
Asset Pricing Part 2 4.7 Production (908).mp4	52.2 MB
Asset Pricing Part 2 4.8 Alternative approaches An overview (919).mp4	58.8 MB
Asset Pricing Part 2 5.0 1. Intro and Payoffs (928).mp4	89.7 MB
Asset Pricing Part 2 5.1 2. Arbitrage Bounds (502).mp4	35.6 MB
Asset Pricing Part 2 5.2 3. Black-Scholes (959).mp4	82.1 MB
Asset Pricing Part 2 5.3 4. Other Methods (854).mp4	66.6 MB
Asset Pricing Part 2 5.4 5. Spanning State Prices and Current Models (859).mp4	70.7 MB
Asset Pricing Part 2 5.5 6. Date Smile Models (1301).mp4	83.5 MB
Asset Pricing Part 2 6.0 1. Introduction (735).mp4	49.7 MB
Asset Pricing Part 2 6.1 2. Definitions (549).mp4	16.7 MB
Asset Pricing Part 2 6.10 10. Comments on Single-Factor Vasicek (923).mp4	65.1 MB
Asset Pricing Part 2 6.11 11. Continuous-Time Term Structure (902).mp4	72.4 MB
Asset Pricing Part 2 6.12 12. Continuous-Time Discussion (722).mp4	58.8 MB
Asset Pricing Part 2 6.2 3. Expectation Hypothesis (551).mp4	47.6 MB
Asset Pricing Part 2 6.3 4. Risk Premium Introduction (535).mp4	51.8 MB
Asset Pricing Part 2 6.4 5. Facts - FamaBliss (933).mp4	78.3 MB
Asset Pricing Part 2 6.5 6. Statistical Factor Models (713).mp4	55.4 MB
Asset Pricing Part 2 6.6 6.1 Statistical Factor Models in the Data (706).mp4	46.7 MB
Asset Pricing Part 2 6.7 7. Term Structure Model w Expectations Hypothesis (619).mp4	44.9 MB
Asset Pricing Part 2 6.8 8. Discrete-Time Vasicek (525).mp4	39.2 MB
Asset Pricing Part 2 6.9 9. Other Approaches (703).mp4	48.7 MB
Asset Pricing Part 2 7.0 1. Classic Approach (1143).mp4	79.3 MB
Asset Pricing Part 2 7.1 2. Mean-Variance (918).mp4	60.8 MB
Asset Pricing Part 2 7.2 3. Merton (1134).mp4	77.8 MB
Asset Pricing Part 2 7.3 4. Merton Examples (533).mp4	35.8 MB
Asset Pricing Part 2 7.4 5. Summary (1109).mp4	80.1 MB
Total files 137