Similar Search Results

Ambiguity in asset markets : theory and experiment

Bossaerts, Peter L.; Ghirardato, Paolo; Guarnaschelli, … - In: The review of financial studies 23 (2010) 4, pp. 1325-1359

Persistent link: https://www.econbiz.de/10003959378

Asset pricing and asymmetric reasoning

Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122

Persistent link: https://www.econbiz.de/10010513938

Prices and portfolio choices in financial markets : theory and experiment

Bossaerts, Peter L. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002733739

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002733743

Asset pricing and asymmetric reasoning

Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon; … - 2014

Persistent link: https://www.econbiz.de/10010362564

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101

Persistent link: https://www.econbiz.de/10003333865

Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10003333880

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

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

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

Many tests of asset pricing models address only the pricing predictions - but these pricing predictions rest on portfolio choice predictions which seem obviously wrong. This paper suggests a new approach to asset pricing and portfolio choices, based on unobserved heterogeneity. This approach...

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

Transaction prices when insiders trade portfolios

Bossaerts, Peter L. - In: Finance : revue de l'Association Française de Finance 14 (1993) 2, pp. 43-60

Persistent link: https://www.econbiz.de/10001157709