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Haas Finance Prelims
Wednesday, June 13, 2007
Outstanding questions
I - Random walk == efficient market?
II- treasury yield curve relationship to mortgage yield curve
III- concrete example of incompleteness arising from transactions costs.
Let's start with 2005.II.5 tomorrow?
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2007
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June
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Outstanding questions
Market Efficiency and the Expectations Hypothesis
B&S and CAPM Redux
Investment-cash flow sensitivity
Over(under) stated estimates/t-stats
Complete Markets with BM
Two Fund Risky Separation
The Revenue Equivalence Theorem
Heterogenous Beliefs, Short Selling Constraints, a...
SDF, State prices and the Radon-Nikodym derivative
A Question about Brownian Motion
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