Empirical Asset Pricing with Reference-Dependent Heterogeneous Agents

SSRN Electronic Journal ◽

10.2139/ssrn.2420088 ◽

2014 ◽

Author(s):

Tobias Langen

Keyword(s):

Asset Pricing ◽

Heterogeneous Agents ◽

Empirical Asset Pricing

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Empirical Asset Pricing for Tactical Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.2056054 ◽

2012 ◽

Author(s):

Stephen Rush

Keyword(s):

Asset Pricing ◽

Asset Allocation ◽

Empirical Asset Pricing ◽

Tactical Asset Allocation

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Empirical Asset Pricing with Functional Factors

SSRN Electronic Journal ◽

10.2139/ssrn.3518236 ◽

2020 ◽

Author(s):

Philip Nadler ◽

Alessio Sancetta

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Functional Factors

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Empirical Asset Pricing: Economic Significance and Economic Model Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.3549856 ◽

2020 ◽

Author(s):

Bernhard Nietert ◽

Thomas Otto

Keyword(s):

Asset Pricing ◽

Economic Model ◽

Model Evaluation ◽

Empirical Asset Pricing ◽

Economic Significance

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Investor sentiment, heterogeneous agents and asset pricing model

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2017.08.006 ◽

2017 ◽

Vol 42 ◽

pp. 504-512 ◽

Cited By ~ 7

Author(s):

Jinfang Li

Keyword(s):

Asset Pricing ◽

Heterogeneous Agents ◽

Investor Sentiment ◽

Pricing Model ◽

Asset Pricing Model

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An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects

Lecture Notes in Economics and Mathematical Systems - Nonlinear Dynamics and Heterogeneous Interacting Agents ◽

10.1007/3-540-27296-8_18 ◽

2005 ◽

pp. 269-285 ◽

Cited By ~ 4

Author(s):

Carl Chiarella ◽

Xue-Zhong He

Keyword(s):

Asset Pricing ◽

Heterogeneous Agents ◽

Wealth Effects ◽

Pricing Model ◽

Asset Pricing Model

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Essays on Empirical Asset Pricing

10.17918/etd-4440 ◽

2021 ◽

Author(s):

John Robert Vogel

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

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Empirical asset pricing with multi-period disaster risk: A simulation-based approach

Journal of Econometrics ◽

10.1016/j.jeconom.2020.08.001 ◽

2020 ◽

Author(s):

Jantje Sönksen ◽

Joachim Grammig

Keyword(s):

Asset Pricing ◽

Disaster Risk ◽

Empirical Asset Pricing ◽

Simulation Based

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Empirical Asset Pricing Via Machine Learning

SSRN Electronic Journal ◽

10.2139/ssrn.3159577 ◽

2018 ◽

Cited By ~ 2

Author(s):

Shihao Gu ◽

Bryan T. Kelly ◽

Dacheng Xiu

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Empirical Asset Pricing

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Two essays on empirical asset pricing

10.14711/thesis-b989025 ◽

2007 ◽

Author(s):

Xiaohong Zheng

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

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On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.480171 ◽

2003 ◽

Cited By ~ 1

Author(s):

Jacob (Kobi) Boudoukh ◽

Roni Michaely ◽

Matthew P. Richardson ◽

Michael R. Roberts

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

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