2012-12-13–2012-12-14 - Rio de Janeiro, Graduate School of Economics of the … (Brazil) - The Society for Financial Econometrics SoFiE; Getulio …
The conference "Asset Pricing and Portfolio Allocation in the Long Run" will discuss and propose solutions to some of the main problems involving the characterization of long-run risks affecting consumption and their implications for asset pricing and portfolio choice. Those risks are originated...