Finance: Topics in Asset Pricing

Speaker(s) Type Length Chair
Francesco Rocciolo Martijn de Vries Ilya Dergunov Daniele d'Arienzo Contributed
12:00
90
mins
Anna Pavlova

Papers

(Listed in order of speakers above)

Arbitrage Pricing under Uncertainty and the Measurement of Ambiguity from Financial Asset Prices

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Limited Attention and the Dynamics of Probability Weighting

Production and Endogenous Preferences

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Maturity Increasing Over-reaction and Bond Market Puzzles

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