Information acquisition and under-diversification
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Publication:3563643
DOI10.1111/J.1467-937X.2009.00583.XzbMATH Open1231.91421OpenAlexW2892311197MaRDI QIDQ3563643FDOQ3563643
Authors: Stijn van Nieuwerburgh, Laura L. Veldkamp 
Publication date: 1 June 2010
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2009.00583.x
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- Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves
- On information costs, short sales and the pricing of extendible options, steps and Parisian options
- Relative performance concerns among investment managers
- Robust investment strategies with two risky assets
- Rational inattention and the dynamics of consumption and wealth in general equilibrium
- The tradeoff between risk sharing and information production in financial markets
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
- Public disclosure and private information acquisition: a global game approach
- Asset bundling and information acquisition of investors with different expertise
- Financial complexity and trade
- Portfolio selection with exploration of new investment assets
- Management compensation and market timing under portfolio constraints
- Rationally inattentive control of Markov processes
- News media and delegated information choice
- Long term optimal investment with regime switching: inflation, information and short sales
- Effects of common factors on dynamics of stocks traded by investors with limited information capacity
- DRIVING FORCE IN INVESTMENT
- Attention misallocation, social welfare and policy implications
- Portfolio choice, attention allocation, and price comovement
- Rigid pricing and rationally inattentive consumer
- Directed attention and nonparametric learning
- Equity Portfolio Diversification*
- When to seek expert advice? A simple model of borrowers with limited liability
- Talk and Action: What Individual Investors Say and What They Do
- Short-sale constraints, information acquisition, and asset prices
- Information acquisition and expected returns: evidence from EDGAR search traffic
- Financial innovation and risk: the role of information
- Estimating information cost functions in models of rational inattention
- A note on rational inattention and rate distortion theory
- Foundations for optimal inattention
- Asset market equilibrium under rational inattention
- Optimal attention and heterogeneous precautionary saving behavior
- Information acquisition and provision in school choice: an experimental study
- A simple robust asset pricing model under statistical ambiguity
- Pricing derivatives in the presence of shadow costs of incomplete information and short sales
- Information acquisition and provision in school choice: a theoretical investigation
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