Disagreements with noisy signals and asset pricing
Hailong Wang, Duni Hu, Chaoqun Ma, Fengchao Cheng
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Hailong ; Hu, Duni ; Ma, Chaoqun ; Cheng, Fengchao |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-35
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| Subject: | Kalman filter | Asset pricing | Heterogeneous belief | Optimal portfolio plan | Signal quality | Theorie | Theory | Signalling | Portfolio-Management | Portfolio selection | CAPM | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101062 [DOI] |
| Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; G11 - Portfolio Choice ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659556