- Offers analyses by top scholars of recent asset pricing scholarship
- Explains how the 2008 financial crises affected theoretical and empirical research
- Covers core and newly developing fields
1. Advances in Consumption-Based Asset Pricing: Empirical Tests (S. Ludvigson) 2. Bond Pricing and the Macroeconomy (G. Duffee) 3. Investment Performance: A Review and Synthesis (W. Ferson) 4. Mutual Funds (N. Elton, M. Gruber) 5. Hedge Funds (W. Fung, D Hsieh) 6. Financial Risk Measurement for Financial Risk Management (T. Andersen, T. Bollerslev, P. Christoffersen, F. Diebold) 7. Bubbles, Financial Crises, and Systemic Risk (M. Brunnermeier, M. Oehmke) 8. Market Liquidity-Theory and Empirical Evidence (D. Vayanos, J. Wang) 9. Credit Derivatives (J. Hull, A. White) 10. Household Finance: An Emerging Field (L. Guiso, P. Sodini) 11. The Behavior of Individual Investors (B. Barber, T. Odean) 12. Risk Pricing over Alternative Investment Horizons (L. Hansen)
Milt Harris is a Fellow of the Econometric Society and of the American Finance Association. He is past president of the Western Finance Association and the Society for Financial Studies.
Stulz, Rene M.