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Add Tom's two lectures on asset pricing, risk attitudes, and robustness (#823)
* Tom's March 5 edits * updates * updates * updates * Tom's March 6 edits of the Backus lecture lecture * update Tom's two lectures --------- Co-authored-by: thomassargent30 <ts43@nyu.edu>
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lectures/_static/quant-econ.bib

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@@ -3005,3 +3005,39 @@ @article{ChowLevitan1969
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month={aug},
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publisher={Oxford University Press}
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}
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@article{hansen2020twisted,
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author = {Hansen, Lars Peter and Sz\H{o}ke, Bal\'{a}zs and Han, Lloyd S. and Sargent, Thomas J.},
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title = {{Twisted probabilities, uncertainty, and prices}},
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journal = {Journal of Econometrics},
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year = 2020,
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volume = {216},
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number = {1},
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pages = {151--174}
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}
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@unpublished{piazzesi2015trend,
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author = {Piazzesi, Monika and Salomao, Juliana and Schneider, Martin},
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title = {{Trend and Cycle in Bond Premia}},
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year = 2015,
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note = {Working Paper, Stanford University}
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}
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@article{szoke2022estimating,
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author = {Sz\H{o}ke, Bal\'{a}zs},
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title = {{Estimating robustness}},
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journal = {Journal of Economic Theory},
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year = 2022,
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volume = {199},
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pages = {105225}
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}
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@article{AngPiazzesi2003,
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author = {Ang, Andrew and Piazzesi, Monika},
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title = {{A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables}},
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journal = {Journal of Monetary Economics},
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year = 2003,
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volume = {50},
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number = {4},
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pages = {745--787}
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}

lectures/_toc.yml

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- file: ge_arrow
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- file: harrison_kreps
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- file: morris_learn
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- file: risk_aversion_or_mistaken_beliefs
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- file: affine_risk_prices
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- caption: Data and Empirics
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numbered: true
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chapters:

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