Consumption-based model and overview
Contingent claims markets
Mean-variance frontier and beta representations
Relation between discount factors, betas, and mean-variance frontiers
Implications of existence and equivalence theorems
GMM in explicit discount factor models
GMM : general formulas and applications
Regression-based tests of linear factor models
GMM for linear factor models in discount factor form
Time-series, cross-section, and GMM/DF tests of linear factor models
Option pricing without perfect replication
Term structure of interest rates
Expected returns in the time series and cross section
Equity premium puzzle and consumption-based models
