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Rational investor sentiment in a repeated stochastic game with imperfect monitoring
Gerber, Anke; Hens, Thorsten; Vogt, Bodo - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 669-704
Persistent link: https://www.econbiz.de/10008933280
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Coordination in a repeated stochastic game with imperfect monitoring
Gerber, Anke; Hens, Thorsten; Vogt, Bodo - 2004 - [Rev. version]
Persistent link: https://www.econbiz.de/10002604511
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Rational investor sentiment
Gerber, Anke; Hens, Thorsten; Vogt, Bodo - 2002
Persistent link: https://www.econbiz.de/10001745802
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Essays on behavioral finance
Terzi, Ayşe - 2017
Persistent link: https://www.econbiz.de/10011659847
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Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003838292
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Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz - In: Advanced mathematical methods for finance, (pp. 509-536). 2011
Persistent link: https://www.econbiz.de/10008991273
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Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011485635
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Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius; Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing, dynamic asset …, (pp. 97-146). 2013
Persistent link: https://www.econbiz.de/10010412567
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Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011494376