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Heterogeneity of Investors and Asset Pricing in a Risk-value World
Language: en
Pages: 68
Authors: Günter Franke
Categories: Capital assets pricing model
Type: BOOK - Published: 2003 - Publisher:

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Heterogeneity of Investors and Asset Pricing in a Risk-value
Language: en
Pages: 50
Authors: Günter Franke
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Type: BOOK - Published: 2001 - Publisher:

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Investor Heterogeneity, Trading Volume, and Asset Pricing
Language: en
Pages: 106
Authors: Takeshi Yamada
Categories: Stockholders
Type: BOOK - Published: 1993 - Publisher:

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Imperfect Information and Investor Heterogeneity in the Bond Market
Language: en
Pages: 119
Authors: Frank Riedel
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Real world investors differ in their tastes and attitudes and they do not have, in general, perfect information about the future prospects of the economy. Most
Heterogeneity and Asset Prices
Language: en
Pages: 0
Authors: Nicolae Garleanu
Categories:
Type: BOOK - Published: 2020 - Publisher:

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We develop a tractable asset-pricing framework characterized by imperfect risk sharing among cohorts, who experience different levels of integrated life-time en