Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Jiliang Sheng, Si Xu, Yunbi An, Jun Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Sheng, Jiliang ; Xu, Si ; An, Yunbi ; Yang, Jun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 107.2022, p. 1-7
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| Subject: | Asset pricing | Convex incentive | Delegated investment | Heterogeneous beliefs | Anlageverhalten | Behavioural finance | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105716 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013367483