PHDBA 239C Empirical Asset Pricing at Berkeley Haas, Fall 2018

In Fall 2018 Martin Lettau and I jointly taught the 2nd year Ph.D. course “Empirical Asset Pricing” at Berkeley Haas School of Business. Martin taught the first half with a focus on the predictability of stock returns and cross-sectional asset pricing. I taught the second half which focused on the term structure of interest rates, and in addition covered the term structure of equity risk premia and currency risk premia.

Syllabus for my part of the course, with extensive reading list