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`Session 11: Asset Pricing Theory and Computation

Week of August 27, 2018 - exact dates TBD

Organized by:

  • 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.

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List of papers for this session will be posted soon.