Monday, October 14, 2013

"Understanding Asset Prices": Backround on the 2013 Prize in Memory of Alfred Nobel from the Royal Swedish Academy of Sciences

Via the Grumpy Economist:
Understanding Asset Prices
The Nobel Committee's "Understanding Asset Prices" "scientific background" paper for the Fama, Hansen, Shiller award is excellent. It is pretty much a self-contained graduate course in empirical finance.