Theoretical and Empirical Asset Pricing
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 31 July 2025 | Viewed by 172
Special Issue Editor
2. Institute of Financial Studies, Southwestern University of Finance and Economics, Chengdu 610074, China
Interests: asset pricing, portfolio selection, and nonlinear financial market modeling
Special Issue Information
Dear Colleagues,
We are pleased to announce a Special Issue titled “Theoretical and Empirical Asset Pricing”. This Special Issue aims to bring together groundbreaking research that explores both the theoretical frameworks and empirical analyses shaping the current landscape of asset pricing. In recent years, the complexity of financial markets and the availability of vast datasets have catalyzed significant advancements in asset pricing models. These developments have enabled researchers to test and refine existing theories, as well as to propose new models that better capture market dynamics. This Special Issue seeks to provide a comprehensive overview of these advancements by featuring contributions that address a wide range of topics within the field.
Topics of interest for this Special Issue include, but are not limited to, the development and application of novel theoretical models that explain asset returns, risk factors, and market anomalies. Additionally, this issue will highlight empirical studies that leverage cutting-edge econometric techniques and large-scale data analysis to validate or challenge prevailing theories.
Dr. Kai Li
Guest Editor
Manuscript Submission Information
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Keywords
- asset pricing theories
- portfolio selection
- risk factors
- market anomalies
- asset pricing puzzles
- behavioral finance
- market efficiency
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