Asset Pricing with Recursive Utility and Heterogenous Investors

Projekt Start: 04/2013
Status: Fortlaufend
Forscher: Nicole Branger, Christian Schlag, Ivan Shaliastovich
Kategorie: Financial Markets, Transparency Lab, Systemic Risk Lab
Finanziert von: LOEWE

Zugehörige publizierte Papers

Autor(en) Titel Jahr Forschungs­bereich Keywords
Nicole Branger, Christian Schlag, Lue Wu "Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors
Journal of Economic Dynamics and Control
2015 Financial Markets, Transparency Lab, Systemic Risk Lab General Equilibrium, Asset Allocation, Learning, Different Beliefs, Over-Confidence
Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets
forthcoming in Journal of Financial and Quantitative Analysis
2019 Financial Markets, Transparency Lab, Systemic Risk Lab

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich Keywords
252 Nicole Branger, Patrick Konermann, Christian Schlag Optimists and Pessimists in (In)Complete Markets 2019 Financial Markets, Transparency Lab, Systemic Risk Lab
114 Nicole Branger, Christian Schlag, Lue Wu "Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors 2015 Financial Markets, Transparency Lab, Systemic Risk Lab General Equilibrium, Asset Allocation, Learning, Different Beliefs, Over-Confidence

 

Zurück