- Kenneth Judd, Hoover Institution, Stanford University
- Walter Pohl, Norwegian School of Economics, Bergen
- Karl Schmedders, University of Zurich
- Ole Wilms, Tilburg University
This session focuses on recent advances in equilibrium asset pricing models. Possible topics include but are not limited to the following: learning and ambiguity in asset pricing models, investor heterogeneity, the term structure of risks or new preference structures for pricing models. As the analysis of such models often requires the use of computational methods, we encourage submissions that develop and make use of new numerical techniques.