© February 8, 2021, Christopher D. Carroll AssetPricingIndexAll

Lucas, Mehra and Prescott, Blanchard, and Others

This document provides an index of lecture notes/handouts on asset pricing used in graduate macroeconomics classes taught by Christopher Carroll at Johns Hopkins University. The notes available will expand over time.

The online directory that contains all lecture notes is

https://www.econ2.jhu.edu/people/ccarroll/public/lecturenotes
CARAPortfolio:

Portfolio Choice With CARA Utility
[pdf] [html]

Portfolio-CRRA:

Portfolio Choice with CRRA Utility (Merton-Samuelson)
[pdf] [html]

LucasAssetPrice:

The Lucas Asset Pricing Model
[pdf] [html]

EquityPremiumPuzzle:

The Equity Premium Puzzle and the Riskfree Rate
[pdf] [html]

C-CAPM:

The Consumption Capital Asset Pricing Model (C-CAPM)
[pdf] [html]

Bubbles:

Canonical Asset Pricing and Rational Bubbles
[pdf] [html]

C-With-Optimal-Portfolio:

Consumption with Optimal Portfolio Choice
[pdf] [html]

Portfolio-Multi-CRRA:

CRRA Portfolio Choice with Two Risky Assets
[pdf] [html]