内容

目次

Advances in Consumption-Based Asset Pricing: Empirical Tests (S. Ludvigson) Bond Pricing and the Macroeconomy (G. Duffee) Investment Performance: A Review and Synthesis (W. Ferson) Mutual Funds (N. Elton, M. Gruber) Hedge Funds (W. Fung, D Hsieh) Financial Risk Measurement for Financial Risk Management (T. Andersen, T. Bollerslev, P. Christoffersen, F. Diebold) Bubbles, Financial Crises, and Systemic Risk (M. Brunnermeier, M. Oehmke) Market Liquidity-Theory and Empirical Evidence (D. Vayanos, J. Wang) Credit Derivatives (J. Hull, A. White) Household Finance: An Emerging Field (L. Guiso, P. Sodini) The Behavior of Individual Investors (B. Barber, T. Odean) Risk Pricing over Alternative Investment Horizons (L. Hansen)