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Sergey Gelman1, Carsten Sprenger1
  • 1 National Research University Higher School of Economics, 20 Myasnitskaya Str., Moscow, 101000, Russian Federation

What should be the Price of Assets? Nobel Prizes in Economics 2013

2014. Vol. 18. No. 1. P. 160–172 [issue contents]
This paper reviews the contribution of Eugene Fama, Lars Hansen and Robert Shiller to financial asset pricing research. We show how the Nobel prize winners have changed the approach to asset pricing research, as well as the views of academic economists and investors about price predictability and the risk-return relationship.

Citation: Gelman Sergey Victorovich, Sprenger Carsten (2014) Skol'ko dolzhny stoit' finansovye aktivy? Nobelevskie premii po ekonomike 2013 g. [What should be the Price of Assets? Nobel Prizes in Economics 2013]. HSE Economic Journal, 1, pp. 160-172 (in Russian)
Keywords: asset pricing; efficient markets hypothesis; generalized method of moments; financial market bubbles; index funds
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