RAPS News

“Pricing Implications of Covariances and Spreads in Currency Markets” by Thomas Andreas Maurer, Thuy Duong To, and Ngoc-Khanh Tran

“Volatility-of-Volatility Risk in Asset Pricing” by Te-Feng Chen, Tarun Chordia, San-Lin Chung, and JC Lin

“Active and Passive Investing” by Nicolae Gârleanu and Lasse Heje Pedersen

We are very pleased to announce that Zhiguo He has agreed to serve as the next Executive Editor of RAPS. He will serve as a RAPS editor starting on July 1, 2021, and will begin as the executive editor on  January 1, 2022. Zhiguo is the Fuji Bank and Heller Professor of Finance at the University of Chicago Booth School of Business. Previously Zhiguo was an Associate Editor of the… Read More »Announcing the Next Executive Editor of RAPS

“Global Risk in Long-Term Sovereign Debt” by Nicola Borri and Kirill Shakhnov

“Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data” by Bastian von Beschwitz, Sandro Lunghi, and Daniel Schmidt

The RAPS Cavalcade Keynote will be Eugene Fama (University of Chicago). This very special keynote will consist entirely of questions and answers.  Please email your questions to Jeffrey Pontiff. The keynote will take place on Wednesday, May 26, 2021, from 3:45-4:30pm.

We are pleased to announce that Marcin Kacperczyk will be joining the RAPS team as an Editor. His first day will be July 1, 2021. Marcin is a Professor of Finance at Imperial College London. Please join us in welcoming Marcin!

“When and Where Is It Cheaper to Issue Inflation-linked Debt?” by Andrey Ermolov

“What Information Drives Asset Prices” by Anisha Ghosh and George  M. Constantinides