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The paradox of asset pricing

Author: Peter L Bossaerts
Publisher: Princeton, N.J. : Princeton University Press, [2002] ©2002
Series: Frontiers of economic research.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
"Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption - that markets are efficient processors of information, that risk is a knowable quantity, and so on - can be relaxed substantially while retaining core elements of the  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Bossaerts, Peter L., 1960-
Paradox of asset pricing
(DLC) 2001055194
(OCoLC)48221483
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Peter L Bossaerts
ISBN: 9781400850662 1400850665
OCLC Number: 870684957
Description: 1 online resource : illustrations.
Series Title: Frontiers of economic research.
Responsibility: Peter Bossaerts.
More information:

Abstract:

"Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption - that markets are efficient processors of information, that risk is a knowable quantity, and so on - can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money.

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