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Session 3: Asset Pricing Theory and Computation

July 15-17, 2020
Organized by: 

Kenneth Judd (Hoover Institution, Stanford), Walter Pohl (Norwegian School of Economics, Bergen), Karl Schmedders (University of Zurich), and Ole Wilms (Tilburg University)

Deadline for Applications: 
April 15, 2020

This session focuses on recent advances in asset pricing and macro finance as well as the use of computational techniques in these areas. Possible topics include but are not limited to the following: investor heterogeneity, learning and ambiguity, new preference structures for pricing models, or using machine learning to understand the cross-section of returns. 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.

In this Session

List of papers for this session will be posted soon.