Beliefs regarding fundamental value and optimal investing
type: Item
instance of: scholarly article
title: Beliefs regarding fundamental value and optimal investing
zbMATH Open document ID: 1233.91237
author: Bradford Cornell
author: Jakša Cvitanić
author: Levon Goukasian
published in: Annals of Finance
publication date: 2012-03-08T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6013028
zbMATH Keywords: investor beliefs
zbMATH Keywords: mispricing
zbMATH Keywords: optimal portfolios
zbMATH Keywords: range reversion
zbMATH Keywords: risk premium
MaRDI profile type: Publication
full work available at URL: s10436-009-0133-y
OpenAlex ID: W2010345628
cites work: The pricing of options and corporate liabilities
cites work: Common risk factors in the returns on stocks and bonds
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Q4905685
DOI: 10.1007/S10436-009-0133-Y
description: scientific article; zbMATH DE number 6013028