A decision-theoretic model of asset-price underreaction and overreaction to dividend news
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 | Börsenkurs | Share price | Erwartungsnutzen | Expected utility | CAPM | Dividende | Dividend | Ankündigungseffekt | Announcement effect | Kapitalmarkttheorie | Financial economics |
-
Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
Zimper, Alexander, (2012)
-
Behavioral preferences and beliefs in asset pricing
Gertsman, Gleb, (2023)
-
Essays on empirical asset pricing
Verbeek, Roy, (2017)
- More ...
-
Grevenbrock, Nils, (2015)
-
Ambiguous Survival Beliefs and Hyperbolic Discounting in a Life-Cycle Model
Groneck, Max, (2013)
-
A life-cycle model with ambiguous survival beliefs
Groneck, Max, (2015)
- More ...