"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Nicole Branger, Christian Schlag, Lue Wu
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Branger, Nicole ; Schlag, Christian ; Wu, Lue |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 61.2015, p. 303-333
|
| Subject: | General equilibrium | Asset allocation | Learning | Different beliefs | Over-confidence | Theorie | Theory | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | CAPM | Lernprozess | Learning process | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589540