Asset Pricing with Recursive Utility and Heterogenous Investors

Project Start: 04/2013
Status: Ongoing
Researchers: Nicole Branger, Christian Schlag, Ivan Shaliastovich
Category: Financial Markets, Transparency Lab, Systemic Risk Lab
Funded by: LOEWE

Related Published Papers

Author/s Title Year Research Area 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

Related Working Papers

No. Author/s Title Year Research Area Keywords
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

 

Back