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Сколько должны стоить финансовые активы? Нобелевские премии по экономике 2013 г.

Гельман С. В., Шпренгер К.

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.