Asset Pricing (Cochrane)

• Part I — Asset Pricing Theory
• 1. Consumption-Based Model and OverviewJun 2026
• 2. Applying the Basic ModelJun 2026
• 3. Contingent Claims MarketsJun 2026
• 4. The Discount FactorJun 2026
• 5. Mean-Variance Frontier and Beta RepresentationsJun 2026
• 6. Discount Factors, Betas, and Mean-Variance FrontiersJun 2026
• 7. Implications of Existence and Equivalence TheoremsJun 2026
• 8. Conditioning InformationJun 2026
• 9. Factor Pricing ModelsJun 2026
• Part II — Estimating and Evaluating Asset Pricing Models
• 10. GMM in Explicit Discount Factor ModelsJun 2026
• 11. GMM: General Formulas and ApplicationsJun 2026
• 12. Regression-Based Tests of Linear Factor ModelsJun 2026
• 13. GMM for Linear Factor Models in Discount Factor FormJun 2026
• 14. Maximum LikelihoodJun 2026
• 15. Time-Series, Cross-Section, and GMM/DF Tests of Linear Factor ModelsJun 2026
• 16. Which Method?Jun 2026
• Part III — Bonds and Options
• 17. Option PricingJun 2026
• 18. Option Pricing without Perfect ReplicationJun 2026
• 19. Term Structure of Interest RatesJun 2026
• Part IV — Empirical Survey
• 20. Expected Returns in the Time Series and Cross SectionJun 2026
• 21. Equity Premium Puzzle and Consumption-Based ModelsJun 2026
• Part V — Appendix
• Appendix. Continuous TimeJun 2026