Asset prices and portfolio choice with learning from experience
Year of publication: |
July 2018
|
---|---|
Authors: | Ehling, Paul ; Graniero, Alessandro ; Heyerdahl-Larsen, Christian |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 85.2018, 3, p. 1752-1780
|
Subject: | Learning from experience based bias | Trend chasing | Survey based versus objective risk premiums | Portfolio-Management | Portfolio selection | CAPM | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Lernprozess | Learning process | Theorie | Theory | Experiment |
-
The market price of risk and the equity premium : a legacy of the Great Depression?
Cogley, Timothy, (2008)
-
Biased Bayesian Learning and the Risk-Free Rate Puzzle
Ludwig, Alexander, (2010)
-
Biased Bayesian learning and the risk-free rate puzzle
Ludwig, Alexander, (2009)
- More ...
-
Asset Prices and Portfolio Choice with Learning from Experience
Ehling, Paul, (2017)
-
Ehling, Paul, (2020)
-
Ehling, Paul, (2014)
- More ...