Jun He
Post
Research
Note
Data
Bergen
🌞
Note
By Jun He
Asset Pricing
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Part I — Basic Theoretical Framework
1. Consumption-Based Theory
May 2026
2. Static Portfolio Theory
May 2026
3. General Equilibrium Framework: Complete Market
May 2026
4. No Arbitrage Framework: Incomplete Market
May 2026
5. Stochastic Discount Factor
May 2026
6. Linear Factor Models
May 2026
7. Present Value Decomposition
May 2026
Asset Pricing (Cochrane)
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Part I — Asset Pricing Theory
1. Consumption-Based Model and Overview
Jun 2026
2. Applying the Basic Model
Jun 2026
3. Contingent Claims Markets
Jun 2026
4. The Discount Factor
Jun 2026
5. Mean-Variance Frontier and Beta Representations
Jun 2026
6. Discount Factors, Betas, and Mean-Variance Frontiers
Jun 2026
7. Implications of Existence and Equivalence Theorems
Jun 2026
8. Conditioning Information
Jun 2026
9. Factor Pricing Models
Jun 2026
Behavioral Economics
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Part I — Behavioral Economics
1. Introduction to Behavioral Economics
Jun 2026
2. Prospect Theory and Reference Dependent Preferences
Jun 2026
3. Present-Biased Preferences
Jun 2026
4. Topics on Fairness
Jun 2026
5. Behavioral Incentives
Jun 2026
6. Biased Beliefs
Jun 2026
7. Inattention and Salience
Jun 2026
Corporate Finance
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Part I — Capital Structure
1. The Benchmark: Modigliani and Miller (1958)
May 2026
2. Debt Financing: Tax Benefit and Bankruptcy Cost
May 2026
3. Managerial Compensation and Optimal Contracting
May 2026
Econometrics
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Part I — Empirical Analysis I
1. Asymptotic Theory
May 2026
2. Conditional Expectation
May 2026
3. Three Interpretations of Linear Regression
May 2026
4. Linear Regression with Exogenous Variables
May 2026
5. Linear Regression with Endogenous Variables
May 2026
6. Maximum Likelihood Estimator
May 2026
Intertemporal Asset Pricing Theory
1. Risk Aversion
Jun 2026
2. Discrete-Time Dynamic Programming
Jun 2026
3. No-arbitrage Asset Pricing
Jun 2026
4. Consumption-based Asset Pricing
Jun 2026
5. Numerical Methods in Economics
Jun 2026
6. Cross-Sectional Distributions and Power Law
Jun 2026
7. Stochastic Calculus and Control
Jun 2026
Macroeconomics
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Part I — Theory of Income I
1. Welfare Theorems
May 2026
2. Aggregation and Social Planner's Problem
May 2026
3. Decisions under Uncertainty
May 2026
4. Euler Equations, Transversality for Dynamic Problems
May 2026
5. Local Stability of Optimal Paths and Speed of Convergence
May 2026
6. Principle of Optimality and Dynamic Programming
May 2026
7. Overlapping Generations (OLG) Model
May 2026
8. Perpetual Youth Model
May 2026
9. Neoclassical Growth Model
May 2026
Microeconomics
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Part I — Price Theory I
1. Demand Theory
Jun 2026
2. Supply Theory
Jun 2026
3. Industry
Jun 2026
4. Growth
Jun 2026
Stochastic Calculus
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Part I — Brownian Motion
1. Definitions and Properties of Brownian Motion
Jun 2026
2. Brownian Motion as a Gaussian Process
Jun 2026
3. Brownian Motion as a Continuous Martingale
Jun 2026
4. Markov Property of Brownian Motion
Jun 2026
5. Stopping Time
Jun 2026
6. Quadratic Variation
Jun 2026
7. Zero Set
Jun 2026
8. The Law of Iterated Logarithm
Jun 2026
9. Multi-Dimensional Brownian Motion
Jun 2026
10. Change of Measure
Jun 2026
11. Jump Process
Jun 2026
12. Symmetric Stable Process
Jun 2026