Sumários

Consumption CAPM

29 outubro 2026, 13:00 • Szabolcs Sebestyén


Problem set 2, exercises 5-7

Consumption CAPM

27 outubro 2026, 13:00 • Szabolcs Sebestyén


Problem set 2, exercises 1-4

Consumption CAPM

22 outubro 2026, 13:00 • Szabolcs Sebestyén


Derivation of the CCAPM
Interpretation
Empirical Issues

Consumption CAPM

20 outubro 2026, 13:00 • Szabolcs Sebestyén


Historical Path to CCAPM
Utility Functions

  • Risk Aversion
  • Classification of Utility Functions

The APT

15 outubro 2026, 13:00 • Szabolcs Sebestyén


R workbook