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Theoretical asset pricing under behavioral decision making
Vries, Martijn Alexander de - 2022
Persistent link: https://www.econbiz.de/10013263004
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Stalking the black swan : research and decision-making in a world of extreme volatility
Posner, Kenneth A. - 2010
Persistent link: https://www.econbiz.de/10003887770
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Risikoentscheidungskalküle in der Finanzierungstheorie
Weber, Martin - 1990
Persistent link: https://www.econbiz.de/10013340199
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Equilibrium asset prices and the wealth distribution with inattentive consumers
Finocchaiaro, Daria - 2010
This paper studies the effects of heterogeneity in planning propensity on wealth inequality and asset prices. I consider an economy populated by attentive and inattentive agents. Attentive agents plan their consumption period by period, while inattentive agents plan every other period....
Persistent link: https://www.econbiz.de/10010320790
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Variable rare disasters : a tractabel theory of ten puzzles in macro-finance
Gabaix, Xavier - In: The American economic review 98 (2008) 2, pp. 64-67
Persistent link: https://www.econbiz.de/10003730014
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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Multiplicity in general financial equilibrium with portfolio contraints
Başak, Suleyman; Cass, David; Licari, Juan Manuel; … - In: Journal of economic theory 142 (2008) 1, pp. 100-127
Persistent link: https://www.econbiz.de/10003766371
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Flight to quality and bailouts : policy remarks and a literature review
Caballero, Ricardo J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003785556
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Flight to quality and collective risk management
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2006
Persistent link: https://www.econbiz.de/10003309327
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Stocks as lotteries : the implications of probability weighting for security prices
Barberis, Nicholas; Huang, Ming - In: The American economic review 98 (2008) 5, pp. 2066-2100
Persistent link: https://www.econbiz.de/10003809380