Links for Advanced Econometrics and Quantitative Techniques

Teaching and learning materials

Lecture Slides (3 links)

Latest Addition:

Adam Szeidl, University of California, Berkeley

This Fall 2004 course site has 15 sets of lecture notes and three problem sets, all in .pdf. The course "begins with static portfolio choice, reviews the capital asset pricing model (CAPM), then develops dynamic equilibrium asset pricing theories and studies some of the puzzles in Financial economics and proposed solutions. Finally, the course discusses market microstructure and behavioral asset pricing." This link is to Archive.org's copy of the site.