Download study notes, lecture notes, e-books and educational material covering topics from finance, economics and mathematics. The material refers to undergraduate students, graduate students (Masters, MBAs, PhDs etc), researchers and practitioners.
  Investors and traders may find useful material such as lecture notes on asset pricing and portfolio theory. There is a rich literature for option traders such as material ranging from stochastic calculus to option pricing under non-normal distributions.

In order to find what you are looking for, try to use the search functionality ("SEARCH THIS BLOG") on the right or use the LABELS CLOUD. If you are interested in a graduate-level text search for the "Graduate" label. However, if you prefer more advanced material search for the "PhD" label. Don't publish downloaded files without the authors' permission


You can find more finance lecture notes & ebooks in finance.link2k.com

Sunday, July 17, 2011

Discount Rates

Author: John Cochrane
Type: Essay, Survey Article
Level: Advanced Undergraduate (Fin), MSc(Econ, Fin, Math. Fin), Ph.D.(Econ, Fin)

In this survey article (AFA Presidential Address) John Cochrane surveys stylized facts, theories and applications related to discount rate variation, return predictability and other topics from Financial Economics. He discusses how discount rate variation affects portfolio theory, cost of capital, capital structure and macroeconomics.

You can download John Cochrane's "Discount Rates" using the following link

http://faculty.chicagobooth.edu/john.cochrane/research/papers/AFA_pres_speech.pdf

John H. Cochrane is the AQR Capital Management Distinguished Service Professor of Finance at the University of Chicago Booth School of Business.

Webpage:
http://faculty.chicagobooth.edu/john.cochrane/



Related books from Amazon.com



Posted by rnts_01 at 12:05 AM
Labels: , , , , , , , , ,

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)