RAPS Forthcoming Paper
“Predicting the Equity Premium with Combination Forecasts: A Reappraisal” by Sebastian Denk and Gunter Löffler
“Predicting the Equity Premium with Combination Forecasts: A Reappraisal” by Sebastian Denk and Gunter Löffler
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.
“Contingent Claims and Hedging of Credit Risk with Equity Options” by Davide Avino and Enrique Salvador
“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
“Estimating Probability Weighting Functions through Option Pricing Bounds” by Tzu-Ying Chen, Yo-Lan Lin, and Larry Y. Tzeng
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.
The RAPS dual submission decisions for the Jackson Hole 2024 Conference have been sent. If you submitted your paper as a dual submission to RAPS and did not receive your decision email, please contact us.
The submission period for SFS Cavalcade North America 2024 is now closed.
Today is the final day to submit to SFS Cavalcade North America 2024! Please make sure to begin your submission with time to complete it before 11:59pm EST. To submit, please visit SFS Cavalcade North America.
The deadline to submit to SFS Cavalcade North America 2024 is approaching! To submit, please visit SFS Cavalcade North America. The deadline for submissions is December 11, 2023. Dual Submission: The Cavalcade features optional dual submission with the Review of Asset Pricing Studies and the Review of Corporate Finance Studies. New this year: PhD grants We especially encourage PhD students to submit to the conference. The SFS will provide up to 8 travel grants… Read More »Deadline Approaching: SFS Cavalcade North America