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

Financial Markets and the Real Economy

Author: John Cochrane
Type: Survey Article, Chapter (Handbook)
Level: Advanced MBA, MSc(Econ, Fin), PhD(Econ, Fin)

This is a complete survey article (handbook chapter) on the link between Macroeconomics and Finance. John Cochrane presents an up-to-date review of consumption based asset pricing and deals with many related topics.

You can download John Cochrane's "Financial Markets and the Real Economy" using the following link

Lecture Notes in Financial Economics

Author: Antonio Mele
Type: Study Notes, Lecture Notes, e-book
Level: MSc(Math. Fin, Fin), Ph.D.(Econ, Fin)

To Download Antonio Mele's "Lecture Notes in Financial Economics" follow the link below

Lecture Notes in Financial Economics

Antonio Mele's webpage:
http://www.antoniomele.org/

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Foundations of Asset Pricing

Author: Ronald Balver
Type: Study Notes, Lecture Notes
Level: Advanced Undergraduate(Econ, Fin), MSc(Econ, Fin, Math. Fin), Ph.D.(Econ, Fin)

Ronald Balver's "Foundations of Asset Pricing" are lecture notes for the graduate course on asset pricing.