Annual Review of Financial Economics

2009 - 2023

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Volume 2, issue 1, 2010

Portfolio Theory: As I Still See It pp. 1-23

Harry Markowitz

Bayesian Portfolio Analysis pp. 25-47

Doron Avramov and Guofu Zhou

Cross-Sectional Asset Pricing Tests pp. 49-74

Ravi Jagannathan, Ernst Schaumburg and Guofu Zhou

CEO Compensation pp. 75-102

Carola Frydman and Dirk Jenter

Shareholder Voting and Corporate Governance pp. 103-125

David Yermack

An Informal Perspective on the Economics and Regulation of Securities Markets pp. 127-143

Chester S. Spatt

Privatization and Finance pp. 145-174

William Megginson

Asset Allocation pp. 175-206

Jessica Wachter

Investment Performance Evaluation pp. 207-234

Wayne E. Ferson

Martingale Pricing pp. 235-250

Kerry Back

Limits of Arbitrage pp. 251-275

Denis Gromb and Dimitri Vayanos

Stochastic Processes in Finance pp. 277-314

Dilip B. Madan

Ambiguity and Asset Markets pp. 315-346

Larry Epstein and Martin Schneider

Risk Management pp. 347-365

Philippe Jorion

Volume 1, issue 1, 2009

Preface to the Annual Review of Financial Economics pp. 1-17

Andrew Lo and Robert Merton

An Enjoyable Life Puzzling Over Modern Finance Theory pp. 19-35

Paul Samuelson

Credit Risk Models pp. 37-68

Robert Jarrow

The Term Structure of Interest Rates pp. 69-96

Robert Jarrow

Financial Crises: Theory and Evidence pp. 97-116

Franklin Allen, Ana Babus and Elena Carletti

Modeling Financial Crises and Sovereign Risks pp. 117-144

Dale F. Gray

Never Waste a Good Crisis: An Historical Perspective on Comparative Corporate Governance pp. 145-179

Randall Morck and Bernard Yeung

Capital Market-Driven Corporate Finance pp. 181-205

Malcolm Baker

Financial Contracting: A Survey of Empirical Research and Future Directions pp. 207-226

Michael Roberts and Amir Sufi

Consumer Finance pp. 227-247

Peter Tufano

Life-Cycle Finance and the Design of Pension Plans pp. 249-286

Zvi Bodie, Jerome Detemple and Marcel Rindisbacher

Finance and Inequality: Theory and Evidence pp. 287-318

Asli Demirguc-Kunt and Ross Levine

Volatility Derivatives pp. 319-339

Peter Carr and Roger Lee

Estimating and Testing Continuous-Time Models in Finance: The Role of Transition Densities pp. 341-359

Yacine Ait-Sahalia

Learning in Financial Markets pp. 361-381

Lubos Pastor and Pietro Veronesi

What Decision Neuroscience Teaches Us About Financial Decision Making pp. 383-404

Peter Bossaerts