A decision-theoretic model of asset-price underreaction and overreaction to dividend news
Alexander Ludwig; Alexander Zimper
| Year of publication: |
2013
|
|---|---|
| Authors: | Ludwig, Alexander ; Zimper, Alexander |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 4, p. 625-665
|
| Subject: | Choquet expected utility theory | Portfolio choice | Asset pricing puzzles | Overreaction | Underreaction | Portfolio-Management | Portfolio selection | Dividende | Dividend | CAPM | Börsenkurs | Share price | Erwartungsnutzen | Expected utility | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Entscheidungstheorie | Decision theory | Equity-Premium-Puzzle | Equity premium puzzle |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010196591