Travail de recherche/Working paper
Titre:
  • Strategic Asset Allocation with Heterogeneous Beliefs
Auteur:de Oliveira Souza, Thiago
Statut de publication:Publié, 2010-12
series:ECARES Working Papers, ECARES 2010-042
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Asset Pricing; Trading volume; Bond Interest Rates
Search; Learning; Information and Knowledge; Communication; Belief
Expectations; Speculations
Volumes/pages:43 p.
Mots-clés:asset pricing
intertemporal asset allocation
heterogeneous beliefs
adaptative learning
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/73599