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Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2010) 4, pp. 1467-1467

Persistent link: https://www.econbiz.de/10008397294

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2013) 4, pp. 1503-1502

Persistent link: https://www.econbiz.de/10010114044

Equilibrium Asset Pricing Under Heterogeneous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - UCLA Department of Economics - 2003

Persistent link: https://www.econbiz.de/10005827978

Equilibrium Asset Pricing Under Heterogenous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Institut d'Économie Industrielle (IDEI), Toulouse … - 2003

Persistent link: https://www.econbiz.de/10005767492

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: Review of Financial Studies 23 (2010) 4, pp. 1503-1543

We analyze theoretically and empirically the implications of information asymmetry for equilibrium asset pricing and portfolio choice. In our partially revealing dynamic rational expectations equilibrium, portfolio separation fails, and indexing is not optimal. We show how uninformed investors...

Persistent link: https://www.econbiz.de/10008470017

Equilibrium Asset Pricing Under Heterogeneous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005029110

Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Institut d'Économie Industrielle (IDEI), Toulouse … - 2009

Persistent link: https://www.econbiz.de/10005597064

Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Toulouse School of Economics (TSE) - 2009

Persistent link: https://www.econbiz.de/10008465332