Monday, October 14, 2013

Understanding Asset Prices

The Nobel Committee's "Understanding Asset Prices" "scientific background" paper for the Fama, Hansen, Shiller award is excellent. It is pretty much a self-contained graduate course in empirical finance.


  1. This is a brilliant article giving an overview of the whole picture! Chapter 5 corresponds to your ongoing course and I'm very happy to read about it.

  2. Nice and instructive paper! Many thanks for sharing with us!


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