The notes of 3,798 pages for 7 subjects are based on my own understanding of the lectures, discussions, and readings during my PhD study at the University of Chicago. I thank Fernando Alvarez, George M. Constantinides, Douglas W. Diamond, Lars P. Hansen, Samuel M. Hartzmark, Zhiguo He, John Heaton, James Heckman, Gregory Lawler, Magne Mogstad, Kevin M. Murphy, Stefan Nagel, Devin G. Pope, Philip J. Reny, Azeem Shaikh, Robert Shimer, Nancy L. Stokey, Lars Stole, Amir Sufi, Harald Uhlig, and Pietro Veronesi for great lectures.