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 | Program 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 |
| 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 |
Related Working Papers
| No. | Author/s | Title | Year | Program Area | 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 |