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Incomplete diversification and asset pricing

Elliott, Robert; Madan, Dilip; Milne, Frank - 2002

Investors in equilibrium are modeled as facing investor specific risks across the space of assets. Personalized asset pricing models reflect these risks. Averaging across the pool of investors we obtain a market asset pricing model that reflects market risk exposures. It is observed on invoking...

Persistent link: https://www.econbiz.de/10010290440

The multinomial option pricing model and its limits

Madan, Dilip B.; Milne, Frank - 1988

Persistent link: https://www.econbiz.de/10000753404

Incomplete diversification and asset pricing

Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - 1992

Persistent link: https://www.econbiz.de/10000135929

Incomplete diversification and asset pricing

Elliott, Robert Frank (contributor); … - 2002

Persistent link: https://www.econbiz.de/10003780988

Incomplete diversification and asset pricing

Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - In: Advances in finance and stochastics : essays in honour …, (pp. 101-124). 2002

Persistent link: https://www.econbiz.de/10001672227

A behavioral approach to asset pricing

Shefrin, Hersh - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003686247

Investors' judgments, asset pricing factors and sentiment

Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227

Persistent link: https://www.econbiz.de/10010516687

A behavioral approach to asset pricing

Shefrin, Hersh - 2005

Persistent link: https://www.econbiz.de/10002151526

Beyond greed and fear : understanding behavioral finance and the psychology of investing

Shefrin, Hersh - 2000

Persistent link: https://www.econbiz.de/10001364736

[Rezension von: LeRoy, Stephen F., ...,, Principles of financial economics]

Milne, Frank - In: Journal of economic literature 41 (2003) 1, pp. 227-229

Persistent link: https://www.econbiz.de/10001775408

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