Belief Aggregation in Financial Markets and the Nature of Price Fluctuations

DOI10.1007/978-3-319-13449-9_6zbMath1418.91488OpenAlexW1887923194MaRDI QIDQ4558825

Daniel Schoch

Publication date: 30 November 2018

Published in: Econometrics of Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_6

zbMATH Keywords

risk aversionimplied volatilityshort sellingrisky assetprice fluctuation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Information, trade and common knowledge
• Optimal Properties of Exponentially Weighted Forecasts
• An Introduction to the Theory of Rational Expectations Under Asymmetric Information
• Wahrscheinlichkeitstheorie
• Unnamed Item

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