Economics 497
Lecture Notes and other Materials

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· Here are all the slides I showed from the lectures on options, combined into one big file

· Here are all the slides I showed from the lectures on market efficiency and bubbles, combined into one big file.

· Here are some review questions. They are somewhere in between problem set question and sample exam questions.

· Here is the answer key for the midterm exam.

· Here is a pdf file with the data slides I showed on January 30.

· Here is my lecture on the capital asset pricing model.

· Here is the lecture on the basic asset pricing model. It now covers all the material through the equity premium.

· Here is the material on the Arbitrage Pricing Model and its connection to the basic asset pricing framework.

· Here is a lecture note on the use of options in currency markets (revised September 30, 2003).

· Here are my newly updated (Dec 14) crisis lecture notes. They are still more than a bit cryptic, I think (note that the file name says 2005, but the notes are 2006).

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Here is an article by Michael Lewis that discusses market efficiency and Dimensional Fund Associates.

· Here is a link to a comparison of mutual fund performance over time. Nice graphs.

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Assignments

· Here is the first assignment.

· Here is the answer key for the first assignment.
Note that many of these materials are in PDF format. To read them you need the Acrobat Reader, which can be downloaded for free by clicking here.

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To return to the Econ 497 Home Page, click here.
To return to the Barry W. Ickes Home Page click here.

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This page was prepared by Barry W. Ickes
Last updated: January 16, 2007
bwickes@psu.edu
http://econ.la.psu.edu/~bickes/index.htm