Financial Decisions Theory (MFEE) (2008)

• Lecturer: Marcelo Verdini Maia (<verdini AT wharton DOT upenn DOT edu>)

• T.A: Daniela Kubudi (<danikubudi AT fgvmail DOT br>)

Avisos

• Próxima monitoria: 11/12

Syllabus

• Ementa de T.D.F. - 2008

Problem Sets

• PS 01 - Entrega: 23/10

  • Solution PS 01

• PS 02 - Entrega: 03/11

  • Solution PS 02

• PS 03 - Entrega: 11/12

  • Solution PS 03

Extra Material

• Solutions Cochrane

• Example Risk Sharing

• By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

• Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

• Consumption-Based Asset Pricing

• Consumption-Based Asset Pricing - lecture note

Refeere Report - papers

• Firm’s Cash Holdings and the Cross–Section of Equity Returns

• Corporate Innovation, Price Momentum, and Equity Returns

• Financial Constraints, R&D Investment, and Stock Returns: Theory and Evidence

• The Interrelation of Liquidity Risk, Default Risk, and Equity Returns

• Risk Sharing for the Long Run: The Gains from Financial Integration.

• On the Existence of the Exchange Rate when Agents have Complete Home Bias and Non-Time Separable Preferences

• Corporate Governance, the Cross Section of Returns,and Financing Choices:Theory and Empirical Evidence

• The Wealth-Consumption Ratio: A Litmus Test for Consumption based Asset Pricing Models

• The Conditional CAPM Does Not Explain Asset Pricing Anomalies

• Equity Capital: A Puzzle?

• Asset Growth and the Cross-Section of Stock Returns

Past Exams

• Midterm1 (2007)

• Solution Midterm 1 (2007)

• Final Exam (2007)

• Solution Final Exam (2007)

Solutions

• Gabarito Prova 1

• Gabarito Prova 2 - Parte 1

• Gabarito Prova 2 - Parte 2

CategoryTurmas