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Bundlers' Dilemmas in Financial Markets with Sampling Investors
Bianchi, Milo - 2019
We study banks' incentive to pool assets of heterogeneous quality when investors evaluate pools by extrapolating from limited sampling. Pooling assets of heterogeneous quality induces dispersion in investors' valuations without affecting their average. Prices are determined by market clearing...
Persistent link: https://www.econbiz.de/10012859842
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Stock-return predictability and model uncertainty
Avramov, Doron (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795633
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid (contributor); Uppal, Raman (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795677
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Dynamic asset allocation under inflation
Brennan, Michael J. (contributor); Xia, Yihong (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000801
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
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The cost of trend chasing and the illusion of momentum profits
Keim, Donald B. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024109
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S&P indexers, delegation costs and liquidity mechanisms
Blume, Marshall E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024128
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S&P 500 indexers, tracking errors, and liquidity
Blume, Marshall E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024608
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Investing in socially responsible mutual funds
Géczy, Christopher (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024661