2013年的诺贝尔经济学奖授予了来自美国芝加哥大学(University of Chicago)的Eugene F. Fama教授、Lars Peter Hansen教授和美国耶鲁大学(Yale University)的Robert J. Shille教授,三位教授因奠定了理解资产价格的理论基础而获奖。
三位教授都通过Wiley发表了许多学术成果,Eugene F. Fama教授从1968年开始陆续在Wiley期刊上发文,第一篇文章发表在期刊The Journal of Finance 上,而最近一篇则于2013年9月发表在期刊 European Financial Management上;Lars Peter Hansen教授曾在期刊Journal of Money, Credit and Banking中发表分析美国货币政策的文章,并为Encyclopedia of Quantitative Finance撰写了一章与定价核心相关的内容;Robert J. Shille教授曾在期刊Real Estate Economics 上发表与预测房地产市场价格和收益相关的文章,并在期刊The Journal of Finance上发表了与衡量衍生市场资产价值相关的文章。
为表祝贺,Wiley China Blog特意精选了三位教授通过Wiley发表的文章开放免费阅读,活动将持续到2013年12月底,大家抓住机会。
其他学科诺奖得主文章免费阅读欢迎访问:http://olabout.wiley.com/WileyCDA/Section/id-819076.html
以下是三位教授部分开放免费阅读的文章,了解全部请进入:http://olabout.wiley.com/WileyCDA/Section/id-819081.html
Professor Eugene F. Fama:
Risk, Return and Equilibrium: Some Clarifying Comments
The Journal of Finance
Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama
DOI: 10.1111/j.1540-6261.1968.tb02996.x
Components of Investment Performance
The Journal of Finance
Volume 27, Issue 3, June 1972, Pages: 551–568, Eugene F. Fama
DOI: 10.1111/j.1540-6261.1972.tb00984.x
A Note on the Market Model and the Two-Parameter Model
The Journal of Finance
Volume 28, Issue 5, December 1973, Pages: 1181–1185, Eugene F. Fama
DOI: 10.1111/j.1540-6261.1973.tb01449.x
Long-Term Growth in a Short-Term Market
The Journal of Finance
Volume 29, Issue 3, June 1974, Pages: 857–885, Eugene F. Fama and James D. MacBeth
DOI: 10.1111/j.1540-6261.1974.tb01488.x
Stock Returns, Expected Returns, and Real Activity
The Journal of Finance
Volume 45, Issue 4, September 1990, Pages: 1089–1108, EUGENE F. FAMA
DOI: 10.1111/j.1540-6261.1990.tb02428.x
The Cross-Section of Expected Stock Returns
The Journal of Finance
Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH
DOI: 10.1111/j.1540-6261.1992.tb04398.x
Professor Lars Peter Hansen:
Assessing Specification Errors in Stochastic Discount Factor Models
The Journal of Finance
Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN
DOI: 10.1111/j.1540-6261.1997.tb04813.x
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk and Model Detection
Journal of the European Economic Association
Volume 1, Issue 1, March 2003, Pages: 68–123, Evan W. Anderson, Lars Peter Hansen and Thomas J. Sargent
DOI: 10.1162/154247603322256774
Robustness and U.S. Monetary Policy Experimentation
Journal of Money, Credit and Banking
Volume 40, Issue 8, December 2008, Pages: 1599–1623, TIMOTHY COGLEY, RICCARDO COLACITO, LARS PETER HANSEN and THOMAS J. SARGENT
DOI: 10.1111/j.1538-4616.2008.00176.x
Long-Term Risk: An Operator Approach
Econometrica
Volume 77, Issue 1, January 2009, Pages: 177–234, Lars Peter Hansen and José A. Scheinkman
DOI: 10.3982/ECTA6761
Fragile beliefs and the price of uncertainty
Quantitative Economics
Volume 1, Issue 1, July 2010, Pages: 129–162, Lars Peter Hansen and Thomas J. Sargent
DOI: 10.3982/QE9
Dynamic Valuation Decomposition Within Stochastic Economies
Econometrica
Volume 80, Issue 3, May 2012, Pages: 911–967, Lars Peter Hansen
DOI: 10.3982/ECTA8070
Professor Robert J. Shiller
The Use of Volatility Measures in Assessing Market Efficiency
The Journal of Finance
Volume 36, Issue 2, May 1981, Pages: 291–304, ROBERT J. SHILLER
DOI: 10.1111/j.1540-6261.1981.tb00441.x
Stock Prices, Earnings, and Expected Dividends
The Journal of Finance
Volume 43, Issue 3, July 1988, Pages: 661–676, JOHN Y. CAMPBELL and ROBERT J. SHILLER
DOI: 10.1111/j.1540-6261.1988.tb04598.x
Comovements in Stock Prices and Comovements in Dividends
The Journal of Finance
Volume 44, Issue 3, June 1989, Pages: 719–730, ROBERT J. SHILLER
DOI: 10.1111/j.1540-6261.1989.tb04387.x
Forecasting Prices and Excess Returns in the Housing Market
Real Estate Economics
Volume 18, Issue 3, September 1990, Pages: 253–273, Karl E. Case and Robert J. Shiller
DOI: 10.1111/1540-6229.00521
Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
The Journal of Finance
Volume 48, Issue 3, July 1993, Pages: 911–931, ROBERT J. SHILLER
DOI: 10.1111/j.1540-6261.1993.tb04024.x
HEDGING INFLATION AND INCOME RISKS
The Manchester School
Volume 63, Issue S1, September 1995, Pages: 1–21, ROBERT J. SHILLER
DOI: 10.1111/j.1467-9957.1995.tb01445.x