Narrow search
Showing 1 - 6 of 6
Cover Image
The influence of heterogeneous preferences on asset prices in an incomplete market model
Niehaus, Frank - 2001
Persistent link: https://www.econbiz.de/10001553294
Cover Image
The influence of heterogeneous preferences on asset prices in an incomplete market model
Niehaus, Frank - 2001
In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond. The financial market is assumed to be incomplete and the option is not a redundant asset. In such a case the...
Persistent link: https://www.econbiz.de/10011526229
Cover Image
What drives home bias? : Evidence from fund managers' views
Lütje, Torben (contributor); Menkhoff, Lukas (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002051826
Cover Image
The use of momentum, contrarian and buy-&-hold strategies : survey evidence from fund managers
Brozynski, Torsten (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838228
Cover Image
The impact of experience on risk taking, overconfidence, and herding of fund managers : complementary survey evidence
Brozynski, Torsten (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001882302
Cover Image
Risk management, rational herding and institutional investors : a macro view
Lütje, Torben (contributor); Menkhoff, Lukas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792971