RAPS News

“Consumption-Income Sensitivity and Portfolio Choice” by Jawad M. Addoum, Stefanos Delikouras, and George Michael Korniotis

The 7th Fixed Income and Financial Institutions Conference (FIFI) will feature a dual submission option with RAPS. The RAPS sponsoring editor is Wayne Ferson. The deadline for paper submissions is November 23, 2017. The conference will take place April 27-28, 2018, at the Darla Moore School of Business of the University of South Carolina. The Call for Papers may be viewed here.

“Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoglu, Peter Christoffersen, Steven Heston, and Kris Jacobs

See more photos from SFS Cavalcade North America 2017.

The winners of the RAPS Awards were announced at the Awards Reception at SFS Cavalcade North America. We are pleased to now share the winners: Best Paper Award “Economic Uncertainty and Interest Rates” Samuel Hartzmark Prize: $10,000 Referee of the Year Gergana Jostova Prize: $1000 Congratulations to all our award winners! For past award history, please visit our Awards page.

RAPS welcomes the following Associate Editors: Ralph Koijen, Clemens Sialm, Dimitri Vayanos, and Pietro Veronesi. We thank our retiring Associate Editors: Pierre Collin-Dufresne, Hanno Lustig, Christopher J. Malloy, and Allan Timmermann. All changes are effective July 1, 2017.

More photos from Cavalcade 2016 are now available online here!

The Editor’s Choice article for June 2016 (issue 6/1) is “Macro Disagreement and the Cross-Section of Stock Returns by Frank Weikai Li. You can read the article free online here.

Cavalcade 2016 will feature a special presentation from the Review of Asset Pricing Studies on Monday, May 16, at 3:45pm. The presented paper will be “The Impact of Hedge Funds on Asset Markets” by Mathias S. Kruttli, Andrew J. Patton, and Tarun Ramadorai.