Pages that link to "Item:Q809856"
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The following pages link to Further results on asset pricing with incomplete information (Q809856):
Displayed 11 items.
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Equilibrium stock return dynamics under alternative rules of learning about hidden states (Q953695) (← links)
- Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
- A theory of optimal timing and selectivity (Q1292224) (← links)
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
- Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium. (Q1867770) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS (Q3126238) (← links)
- Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427) (← links)