Dynamic portfolio choice and asset pricing with differential information (Q1128951): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
+Normal rank
@@ Property / cites work @@
+Smart Money, Noise Trading and Stock Price Behaviour
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Rational Expectations Under Asymmetric Information
+Normal rank
@@ Property / cites work @@
+On the aggregation of information in competitive markets
+Normal rank
@@ Property / cites work @@
+Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Informed Speculation with Imperfect Competition
@@ Property / cites work: Informed Speculation with Imperfect Competition / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of least squares learning mechanisms in self-referential linear stochastic models
+Normal rank
@@ Property / cites work @@
+Information, trade and common knowledge
@@ Property / cites work: Information, trade and common knowledge / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium with signal extraction from endogenous variables
+Normal rank
@@ Property / cites work @@
+A Model of Intertemporal Asset Prices Under Asymmetric Information
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(97)00099-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1964190556
@@ Property / OpenAlex ID: W1964190556 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1128951