Portfolio rebalancing and asset pricing with heterogeneous inattention

DOI10.1111/IERE.12285zbMATH Open1416.91360OpenAlexW3004074744MaRDI QIDQ4685647FDOQ4685647

Authors: Omar Rachedi 

Publication date: 9 October 2018

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/16/Fich/dt1633e.pdf

Recommendations

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zbMATH Keywords

heterogeneous agentsasset pricingportfolio rebalancing

Mathematics Subject Classification ID

Portfolio theory (91G10) Heterogeneous agent models (91B69)

Cited In (6)

• A news-utility theory for inattention and delegation in portfolio choice
• Attention for the inattentive: positive effects of negative financial shocks
• Portfolio inertia and epsilon-contaminations
• Portfolio choice, attention allocation, and price comovement
• Portfolio concentration, portfolio inertia, and ambiguous correlation
• Infrequent Random Portfolio Decisions in an Open Economy Model

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