"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Year of publication: |
December 2015
|
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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 | CAPM | Allgemeines Gleichgewicht |
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