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Department of Economics
Sloan School of Business
Behavioral Economics and Finance, Spring 2004
- Prospect Theory PDF
- Prospect Theory (cont.) PDF
- Heuristics and Biases PDF
- Noise PDF
- Confusion and Competition PDF
- Bounded Rationality PDF
- Learning in Games PDF
- Neuroeconomics PDF
- Neuroeconomics (cont.) PDF
- Happiness PDF
- Hyperbolic Discounting PDF
- Consumption of Hyperbolics PDF
- Self Control and Temptation a La Gul-Pesendorfer PDF
- Fairness PDF
- Introduction to Behavioral Finance PDF
- Efficiency and Habits PDF
- Handout PDF - 1.2 MB
- Prospect Theory Assets, Puzzles, and Bubbles PDF
- Slides (Graphs) PDF
Source Page
Game Theory, Fall 2002
This course is also available en Español or em Portugues thanks to Universia
- A Synopsis of the Theory of Choice PDF
- Forward Induction, Signaling and Reputation PDF
- Repeated Games PDF
- Noncooperative Solutions PDF
- Bargaining Theory I PDF
- Bargaining Theory II PDF
- Interactive Epistemology PDF
- Interactive Epistemology – II PDF
- Learning 1: Fictitious Play PDF
- Learning 2: Replicator Dynamics and Evolutionary Stability PDF
- Learning 3: Replicator Dynamics and Adjustment with Persistent Noise PDF
- Learning 4: Adjustment with Persistent Noise PDF
- Learning 5: Adjustment with Persistent Noise PDF
- Supermodular Games PDF
- Auctions 1: Common Auctions and Revenue Equivalence PDF
- Auctions 2: Revenue Equivalence Optimal Auctions PDF
- Auctions 3: Departures from Symmetric IPV PDF
- Auctions 4: Interdependent Values Multi-Unit Auctions PDF
- Problem Sets - 1 , 2 , 3 , 4
The lecture notes below from 2001-2002 are by Prof. Paul Milgrom. These are materials that were used in the class taught in the Fall of 2001 and that were not covered in this class.
- Game Theory is Evolving PDF
- The Core PDF
- Nash Bargaining and Alternating Offers PDF
- Noncooperative Solutions PDF
- Price Theory Encompassing PDF - 2.2 MB
Source Page
Economic Applications of Game Theory, Fall 2002 (Undergraduate)
- Introduction PDF
- Theory of choice PDF
- Representations of Games, Dominant-strategy equilibrium, Rationalizability or Iterative elimination of strictly dominated strategies, Nash Equilibrium PDF
- dynamic games (with complete information) PDF
- Repeated games PDF
- Cournot with Incomplete Information PDF
- Dynamic Games with Incomplete Information PDF
- Reputation and Signaling PDF
Source Page
Time Series Analysis, Fall 2002
- Introduction, Stationarity, Trends PDF
- ARMA Models, Projections, Partial Autocorrelations PDF
- Spectral Representations PDF
- Prediction and Wold Decomposition PDF
- Estimation and Specification Testing PDF
- VAR's PDF
- Additional Results for VAR's PDF
- Unit Root Asymptotics and Unit Root Tests PDF
- Cointegration PDF
- GMM Estimation PDF
Source Page
Nonlinear Programming, Spring 2003
- Introduction PDF
- Unconstrained Optimization - Optimality Conditions PDF
- Gradient Methods PDF
- Convergence Analysis of Gradient Methods PDF
- Rate of Convergence PDF
- Newton and Gauss - Newton Methods [|PDF]
- Additional Methods PDF
- Optimization over a convex set; optimality conditions PDF
- Feasible direction methods PDF
- Alternatives to gradient projection PDF
- Constrained optimization; lagrange multipliers PDF
- Constrained optimization; lagrange multipliers PDF
- Inequality constraints PDF
- Introduction to duality PDF
- Interior point methods PDF
- Penalty methods PDF
- Augmented lagrangian methods PDF
- Duality theory PDF
- Duality theorems PDF
- strong duality PDF
- dual computational methods PDF
- additional dual methods PDF
Source Page
Finance Theory II, Spring 2003
Part I: Financing
- Lecture: Introduction PDF-A
PDF-B
- Lecture: Capital Structure 1 PDF-A
PDF-B
- Lecture: Capital Structure 2 PDF-A
PDF-B
- Lecture: Capital Structure: Informational and Dynamic Considerations PDF-A
PDF-B
- Review of Financing and Capital Structure PDF-A
PDF-B
- Case: Intel Corporation, 1992 PDF-A
Part II: Valuation
Source Page
Financial Management, Summer 2003
Part 1 - Introduction
- Introduction PDF
- Principles of Valuation PDF
Part 2 - Project and Firm Valuation
- Evaluating Projects (1) PDF
- Case: Acid Rain: The Southern Co.
- Evaluating Projects (2) PDF
- Firm Valuation (1) PDF
- Firm Valuation (2) PDF
- Case: Cooper Industries, Inc.
Part 3 - Risk and Return
- Introduction to Risk and Return PDF
- Portfolio Theory PDF
- CAPM PDF
- Discount Rates in Practice PDF
- Case: Cost of Capital at Ameritrade
Part 4 - Financing Policy
- Raising Capital PDF
- Capital Structure (1) PDF
- Capital Structure (2) PDF
- Two Cases: Debt Policy at UST, Inc. and Massey-Ferguson Ltd. - 1980
- Market Efficiency PDF
- Options (1) PDF
- Options (2) PDF
Recitations
- Discounting PDF
- Project Cashflows PDF
- Firm Valuation PDF
- Statistics of Risk and Return PDF
- CAPM PDF
- Cost Of Capital PDF
- Review PDF
Source Page
Data Mining, Spring 2003 (Undergraduate)
- Data Mining Overview PDF
Prediction and Classification with k-Nearest Neighbors
- Example 1: Riding Mowers PDF
- Classification and Bayes Rule, Naïve Bayes PDF
- Classification Trees PDF
- Discriminant Analysis Example 2: Fisher's Iris data PDF
- Logistic Regression Case PDF
- Handlooms PDF
- Neural Nets PDF
- Discussion of homework - see Problem 1 in assignments section
- Multiple Regression Review PDF
- Multiple Linear Regression in Data Mining PDF
- Regression Trees, Case: IBM/GM weekly returns
- Comparison of Data Mining Techniques PDF
- Discussion of homework - see Problem 2 in assignments section
- k-Means Clustering, Hierarchical Clustering PDF
- Principal Components PDF
- Association Rules (Market Basket Analysis) PDF
Source Page
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