New RAPS Issue 14(1)
The March issue of RAPS has published! The Editor’s Choice paper is: “Investor Demand for Leverage: Evidence from Equity Closed-End Funds” by Robert Dam, Shaun William Davies, and S. Katie Moon
RAPS News
IRMC 2024 Conference
The Call for Papers for the IRMC 2024 Conference is now available. The conference, which features optional dual submission to RAPS, will take place June 24-25, 2024, in Milan. The submission deadline is April 12, 2024.
SFS Cavalcade North America 2024
Registration for SFS Cavalcade North America 2024 is now live on the website. Register by April 7 to pay the discounted registration fee.
RAPS & RCFS Keynote Speaker
We are pleased to announce that Viral Acharya (NYU Stern) will be the RAPS & RCFS Keynote Speaker at SFS Cavalcade North America 2024.
RAPS Forthcoming Paper
“Predicting the Equity Premium with Combination Forecasts: A Reappraisal” by Sebastian Denk and Gunter Löffler
SFS Cavalcade 2026 Host
We are pleased to announce that the host for SFS Cavalcade North America 2026 will be the Darden Graduate School of Business Administration at the University of Virginia. Darden hosted the second Cavalcade back in 2012, and we look forward to returning! For more on upcoming Cavalcades, visit SFS Cavalcade North America.
RAPS Forthcoming Paper
“Contingent Claims and Hedging of Credit Risk with Equity Options” by Davide Avino and Enrique Salvador
RAPS Forthcoming Papers
“An Empirical Assessment of Characteristics and Optimal Portfolios” by Christopher G. Lamoureux and Huacheng Zhang “Equity Return Predictability with the ICAPM” by Michael Hasler and Charles Martineau
RAPS Forthcoming Paper
“Estimating Probability Weighting Functions through Option Pricing Bounds” by Tzu-Ying Chen, Yo-Lan Lin, and Larry Y. Tzeng
Program Committee for SFS Cavalcade
Program committee members for SFS Cavalcade North America 2024 received their review assignments today. Please inform us by December 18 if you need reassignment. Reviews are due January 22, 2024.