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, 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

Cites Work

• Unnamed Item
• Temporal von Neumann-Morgenstern and induced preferences
• Information Acquisition and Under-Diversification
• Knowing What Others Know: Coordination Motives in Information Acquisition
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
• Information Acquisition in a Noisy Rational Expectations Economy
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Strategic Cross-Trading in the U.S. Stock Market*
• Business Cycle Dynamics under Rational Inattention
• Information Markets and the Comovement of Asset Prices