Ec745. Fall 2010. Class presentations.

“Asset Pricing with Heterogeneous Consumers” (Constantinides and Duffie) Slides

“Index Investment and Financialization of Commodities” (Tang and Xiong) Slides

“Risk-sensitive real business cycles” (Tallarini) Slides

“On Alpha and Randomness in Financial-Market Returns” (Hasanhodzic and Lo) Slides


“Technological Revolutions and Stock Prices” (Pastor and Veronesi) Slides

“International Risk Sharing Is Better Than You Think, Or Exchange Rates Are Too Smooth” (Brand, Cochrane and Santa-Clara) Slides


“Paulson’s Gift” (Veronesi and Zingales) Slides

“The value premium” (Zhang) Slides

“Intermediary asset pricing” (He and Krishnamurthy) Slides

“A Mean-Variance Benchmark for Intertemporal Portfolio Theory” (Cochrane) Slides


“Time Series Properties of an Artificial Stock Market” (Blake LeBaron, W. Brian Arthur, Richard Palmer) Slides