Peter Bossaerts

Available identifiers

zbMath Open bossaerts.peterMaRDI QIDQ825136

List of research outcomes

Publication	Date of Publication	Type
Generic properties of a computational task predict human effort and performance	2021-12-17	Paper
The Experimental Study of Asset Pricing Theory	2009-12-10	Paper
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments	2008-02-11	Paper
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *	2005-04-29	Paper
Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory	2004-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q4429916	2003-10-01	Paper
An Optimal IPO Mechanism	2003-02-25	Paper
The CAPM in thin experimental financial markets.	2002-07-15	Paper
Local parametric analysis of hedging in discrete time	2000-09-26	Paper
Asset Prices and Trading Volume in a Beauty Contest	1998-08-10	Paper
A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL	1998-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q4356595	1997-10-01	Paper
Common nonstationary components of asset prices	1988-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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