Ⅰ. Introduction to empirical asset pricing 1. Stochastic discount factors and yen 2. State pricing 3. Maximization and the m-talk euler equations 4. Expected risk premiums and alphas 5. So many models, so little time (taxonomy) 6. Applications of m-talk 7. The three paradigms of empirical asset pricing
Ⅱ. Mean-variance models 8. Mean efficiency and the capm 9. Mean variance efficiency with conditioning information 10. Variance bounds on stochastic discount factors 11. Variance bounds with conditioning information
Ⅲ. Multi-beta pricing 12. Arbitrage pricing and factor analysis 13. Multibeta equilibrium models 14. Multibeta models with conditioning information
Ⅳ. Empirical asset pricing tools 15. Introduction to the generalized method of moments (GMM) 16. Gmm implementation 17. GMM covariance matrices 18. GMM tests 19. Advanced gmm 20. GMM examples 21. Multivariate regression models 22. Cross sectional regression methods 23. Introduction to panel methods in finance 24. Bootstrap methods and multiple comparisons
Ⅴ. Investment performance evaluation 25. Classical investment performance evaluation 26. Conditional investment performance evaluation 27. Term structure and bond fund performance 28. Investment performance evaluation: a modern perspective
Ⅵ. Selected topics 29. Production-based asset pricing 30. The campbell shiller approximation and vector autoregressions 31. Long run risk models 32. Predictability: an overview 33. Characteristics versus covariances 34. Volatility and the cross-section of stock returns