Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments

DOI10.1111/j.1468-0262.2007.00780.xzbMath1133.91017OpenAlexW3122505595MaRDI QIDQ5441269

William R. Zame, Peter Bossaerts, Charles R. Plott

Publication date: 11 February 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:BOSe07

zbMATH Keywords

risk aversionexperimental asset marketsexperimental finance

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (5)

Rationalizing allocation data -- a nonparametric Walrasian theory when prices are absent or non-Walrasian ⋮ Estimating ambiguity aversion in a portfolio choice experiment ⋮ Gender differences and dynamics in competition: The role of luck ⋮ Markets with random lifetimes and private values: mean reversion and option to trade ⋮ The CAPM in thin experimental financial markets.

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