Portfolio choice, attention allocation, and price comovement

DOI10.1016/j.jet.2010.03.001zbMath1244.91084MaRDI QIDQ1958956

Jordi Mondria

Publication date: 30 September 2010

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2010.03.001

zbMATH Keywords

asset pricing; portfolio choice; rational inattention

Mathematics Subject Classification ID

91G10: Portfolio theory

Related Items

Induced uncertainty, market price of risk, and the dynamics of consumption and wealth, Costly information acquisition and the temporal resolution of uncertainty, Rigid pricing and rationally inattentive consumer, The puzzling evolution of the home bias, information processing and financial openness, Attention misallocation, social welfare and policy implications, Rational inattention and the dynamics of consumption and wealth in general equilibrium, Short-sale constraints, information acquisition, and asset prices, Asset bundling and information acquisition of investors with different expertise, The distribution of information and the price efficiency of markets, Asset market equilibrium under rational inattention

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