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Prices and portfolio choices in financial markets : theory, econometrics, experiments

Bossaerts, Peter L. (contributor); … - 2007

the classical CAPM, producing a model called CAPM+. When these econometric tests are applied to data generated by large …-scale laboratory asset markets which reveal both prices and portfolio choices, CAPM+ is not rejected …

Persistent link: https://www.econbiz.de/10003549745

Prices and portfolio choices in financial markets : theory, econometrics, experiments

Bossaerts, Peter L.; Plott, Charles; Zame, William R. - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 993-1038

Persistent link: https://www.econbiz.de/10003507322

Asset legitimacy in experimental asset markets

Paul, Debapriya Jojo; Henker, Julia; Owen, Sian - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10011333651

Competition in portfolio management : theory and experiment

Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1868-1888

Persistent link: https://www.econbiz.de/10011338808

Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Inducing liquidity in thin financial markets through combined-value trading mechanisms

Bossaerts, Peter L.; Fine, Leslie; Ledyard, John O. - In: European economic review : EER 46 (2002) 9, pp. 1671-1695

Persistent link: https://www.econbiz.de/10001705121

Experimental design in tests of linear factor models

Warga, Arthur D. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 191-198

Persistent link: https://www.econbiz.de/10001090358

Arbitrage, asset prices and risk allocation in experimental markets

Rietz, Thomas A. - 1993

Persistent link: https://www.econbiz.de/10000913758

Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique

Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490

Persistent link: https://www.econbiz.de/10012798425

An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset

Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962

Persistent link: https://www.econbiz.de/10012703757

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