Na nossa vigésima terceira aula de finanças apresentamos o CCAPM. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
John Cochrane - Asset Pricing
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Recursive Macroeconomic Theory - Lars Ljungqvist and Thomas J. Sargent
