"Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Year of publication: |
2015
|
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Authors: | Branger, Nicole ; Schlag, Christian ; Wu, Lue |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | General Equilibrium | Asset Allocation | Learning | Different Beliefs | Over-Confidence |
Series: | SAFE Working Paper ; 114 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2642274 [DOI] 834469626 [GVK] hdl:10419/116772 [Handle] RePEc:zbw:safewp:114 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Branger, Nicole, (2015)
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Branger, Nicole, (2015)
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International capital markets with time-varying preferences
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