Category Archives: News

“Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoglu, Peter Christoffersen, Steven Heston, and Kris Jacobs

The UBC Winter Finance Conference 2018 will feature a dual submission option with RCFS and RAPS. The RCFS sponsoring editor is Paolo Fughieri and the RAPS sponsoring editor is Wayne Ferson. The deadline for paper submission is November 19, 2017. The conference will take place March 2-4, 2018, at the Fairmont Chateau Whistler Resort in Whistler, British Columbia, Canada. The Call for Papers may be viewed here.

RAPS Executive Editor Wayne Ferson and RAPS Best Paper Award Winner Samuel Hartzmark

See more photos from SFS Cavalcade North America 2017.

The winners of the RAPS Awards were announced at the Awards Reception at SFS Cavalcade North America. We are pleased to now share the winners:

Best Paper Award
“Economic Uncertainty and Interest Rates”
Samuel Hartzmark
Prize: $10,000

Referee of the Year
Gergana Jostova
Prize: $1000

Congratulations to all our award winners!

For past award history, please visit our Awards page.

RAPS welcomes the following Associate Editors: Ralph Koijen, Clemens Sialm, Dimitri Vayanos, and Pietro Veronesi.

We thank our retiring Associate Editors: Pierre Collin-Dufresne, Hanno Lustig, Christopher J. Malloy, and Allan Timmermann.

All changes are effective July 1, 2017.

The SFS Cavalcade North America 2017 submission period is now open. To submit, please visit Cavalcade North America 2017. The deadline for submissions is December 7, 2016.

Dual Submission: The Cavalcade features dual submission with The Review of Asset Pricing Studies and The Review of Corporate Finance Studies. Details are available at Cavalcade North America 2017.

Reminder for doctoral students: For papers in which ALL co-authors are doctoral students, the submission fee is waived.

The SFS Cavalcade North America 2017 submission period will begin November 9 and end December 7. For more, visit SFS Cavalcade North America 2017.

Dual Submission: The Cavalcade features dual submission with The Review of Asset Pricing Studies and The Review of Corporate Finance Studies.

Reminder for doctoral students: For papers in which ALL co-authors are doctoral students, the submission fee is waived.

Executive Editor Wayne Ferson with Award Winners Redouane Elkamhi and Mikhail Simutin

Andrew Patton presents the RAPS Keynote Paper

More photos from Cavalcade 2016 are now available online here!

The Editor’s Choice article for June 2016 (issue 6/1) is “Macro Disagreement and the Cross-Section of Stock Returns by Frank Weikai Li. You can read the article free online here.

Cavalcade 2016 will feature a special presentation from the Review of Asset Pricing Studies on Monday, May 16, at 3:45pm. The presented paper will be “The Impact of Hedge Funds on Asset Markets” by Mathias S. Kruttli, Andrew J. Patton, and Tarun Ramadorai.