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2013诺贝尔经济学奖得主文章限时免费获取

已有 4536 次阅读 2013-10-17 09:34 |个人分类:Social Scence and Humanities|系统分类:论文交流|关键词:诺贝尔,经济学,文章| 诺贝尔, 经济学, 文章

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




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