scientific article; zbMATH DE number 1987695

MaRDI QIDQ4429916zbMATH OpenFDO

Authors Peter Bossaerts

Publication date 1 October 2003

zbMATH Keywords

asset pricing theorymathematical finance

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(20)

• A quantitative description for efficient financial markets
• Endogenous leverage and asset pricing in double auctions
• The declining price anomaly
• Timing of investments in oligopoly under uncertainty: a framework for numerical analysis
• Irrational exuberance reconsidered. The cross section of stock returns.
• The Medium of Contingency
• Asset pricing. A structural theory and its applications.
• Empirical asset pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
• Beyond the efficient markets hypothesis: towards a new paradigm
• A random walk to nowhere. How the professors caused a real ``fraud-on-the-market
• More evidence against the random walk hypothesis
• Market truths: theory versus empirical simulations
• Imperfect knowledge economics: Exchange rates and risk. Foreword by Edmund S. Phelps.
• ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE
• TheQ theory of investment, the capital asset pricing model, and asset valuation: a synthesis
• The Adaptive Markets Hypothesis
• Signaling without a common prior: results on experimental equilibrium selection
• Asset pricing in an imperfect world
• Price bounds of mortality-linked security in incomplete insurance market
• Solution to the Siegel paradox

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