Strategic Asset Allocation with Heterogeneous Beliefs
Year of publication: |
2010-12
|
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Authors: | de Oliveira Souza, Thiago |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | asset pricing | intertemporal asset allocation | heterogeneous beliefs | adaptative learning |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2010-042 43 pages long |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations |
Source: |
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