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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
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Risk aversion in laboratory asset markets
Bossaerts, Peter L.; Zame, William R. - 2008
Persistent link: https://www.econbiz.de/10003729050
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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
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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
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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
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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
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Essays on uncertainty : an axiomatization and economic applications
Guarnaschelli, Serena - 2003
Persistent link: https://www.econbiz.de/10003623450
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On independence for non-additive measures, with a Fubini theorem
Ghirardato, Paolo - In: Journal of economic theory 73 (1997) 2, pp. 261-291
Persistent link: https://www.econbiz.de/10001218559
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Revisiting Savage in a conditional world
Ghirardato, Paolo - In: Economic theory : official journal of the Society for … 20 (2002) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10001679369
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Coping with ignorance : unforeseen contingencies and non-additive uncertainty
Ghirardato, Paolo - In: Economic theory : official journal of the Society for … 17 (2001) 2, pp. 247-276
Persistent link: https://www.econbiz.de/10001568015