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Asymptotic behavior of asset markets

Zame, William R.

Persistent link: https://www.econbiz.de/10000758688

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

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

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...