Lecture Notes for Empirical Finance(second year PhD course in Stockholm)

Paul Soderlind （University of St. Gallen and CEPR)

1 GMM Estimation of Mean-Variance Frontier

2 Predicting Asset Returns

3 Linear Factor Models

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21 Finite-difference Solution of Option Prices

[此贴子已经被作者于2008-6-19 14:21:04编辑过]