Matches in SemOpenAlex for { <https://semopenalex.org/work/W3208077881> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W3208077881 endingPage "30" @default.
- W3208077881 startingPage "1" @default.
- W3208077881 abstract "We propose a noisy rational expectations equilibrium model of asset markets with rationally inattentive investors. We incorporate any finite number of assets with arbitrary correlation. We also do not restrict the signal form and show that investors optimally choose a single signal, which is a noisy linear combination of all risky assets. This generates comovement of asset prices and contagion of shocks, even when asset payoffs are negatively correlated. The model also provides testable predictions of the impact of risk aversion, aggregate risk, and information capacity on the security market line, the portfolio dispersion, and the abnormal return." @default.
- W3208077881 created "2021-11-08" @default.
- W3208077881 creator A5079225146 @default.
- W3208077881 creator A5090566360 @default.
- W3208077881 date "2021-10-28" @default.
- W3208077881 modified "2023-09-24" @default.
- W3208077881 title "Asset market equilibrium under rational inattention" @default.
- W3208077881 cites W1972190631 @default.
- W3208077881 cites W2015207267 @default.
- W3208077881 cites W2017585317 @default.
- W3208077881 cites W2027101423 @default.
- W3208077881 cites W2090852955 @default.
- W3208077881 cites W2096577823 @default.
- W3208077881 cites W2172039716 @default.
- W3208077881 cites W2883565370 @default.
- W3208077881 cites W2982088423 @default.
- W3208077881 cites W3023951161 @default.
- W3208077881 cites W3100917737 @default.
- W3208077881 cites W3111554765 @default.
- W3208077881 cites W3121513348 @default.
- W3208077881 cites W3121607006 @default.
- W3208077881 cites W3121963392 @default.
- W3208077881 cites W3123150828 @default.
- W3208077881 cites W3123503769 @default.
- W3208077881 cites W4205686522 @default.
- W3208077881 cites W645628221 @default.
- W3208077881 doi "https://doi.org/10.1007/s00199-021-01396-z" @default.
- W3208077881 hasPublicationYear "2021" @default.
- W3208077881 type Work @default.
- W3208077881 sameAs 3208077881 @default.
- W3208077881 citedByCount "3" @default.
- W3208077881 countsByYear W32080778812022 @default.
- W3208077881 countsByYear W32080778812023 @default.
- W3208077881 crossrefType "journal-article" @default.
- W3208077881 hasAuthorship W3208077881A5079225146 @default.
- W3208077881 hasAuthorship W3208077881A5090566360 @default.
- W3208077881 hasBestOaLocation W32080778812 @default.
- W3208077881 hasConcept C106159729 @default.
- W3208077881 hasConcept C149782125 @default.
- W3208077881 hasConcept C159985019 @default.
- W3208077881 hasConcept C162324750 @default.
- W3208077881 hasConcept C175444787 @default.
- W3208077881 hasConcept C181236170 @default.
- W3208077881 hasConcept C192562407 @default.
- W3208077881 hasConcept C2780821815 @default.
- W3208077881 hasConcept C38652104 @default.
- W3208077881 hasConcept C41008148 @default.
- W3208077881 hasConcept C4679612 @default.
- W3208077881 hasConcept C76178495 @default.
- W3208077881 hasConcept C96016098 @default.
- W3208077881 hasConceptScore W3208077881C106159729 @default.
- W3208077881 hasConceptScore W3208077881C149782125 @default.
- W3208077881 hasConceptScore W3208077881C159985019 @default.
- W3208077881 hasConceptScore W3208077881C162324750 @default.
- W3208077881 hasConceptScore W3208077881C175444787 @default.
- W3208077881 hasConceptScore W3208077881C181236170 @default.
- W3208077881 hasConceptScore W3208077881C192562407 @default.
- W3208077881 hasConceptScore W3208077881C2780821815 @default.
- W3208077881 hasConceptScore W3208077881C38652104 @default.
- W3208077881 hasConceptScore W3208077881C41008148 @default.
- W3208077881 hasConceptScore W3208077881C4679612 @default.
- W3208077881 hasConceptScore W3208077881C76178495 @default.
- W3208077881 hasConceptScore W3208077881C96016098 @default.
- W3208077881 hasIssue "1" @default.
- W3208077881 hasLocation W32080778811 @default.
- W3208077881 hasLocation W32080778812 @default.
- W3208077881 hasOpenAccess W3208077881 @default.
- W3208077881 hasPrimaryLocation W32080778811 @default.
- W3208077881 hasRelatedWork W147291312 @default.
- W3208077881 hasRelatedWork W2017808917 @default.
- W3208077881 hasRelatedWork W2097044615 @default.
- W3208077881 hasRelatedWork W2130830554 @default.
- W3208077881 hasRelatedWork W2157104034 @default.
- W3208077881 hasRelatedWork W2358375399 @default.
- W3208077881 hasRelatedWork W2493131244 @default.
- W3208077881 hasRelatedWork W3122185398 @default.
- W3208077881 hasRelatedWork W3124439705 @default.
- W3208077881 hasRelatedWork W3141431975 @default.
- W3208077881 hasVolume "75" @default.
- W3208077881 isParatext "false" @default.
- W3208077881 isRetracted "false" @default.
- W3208077881 magId "3208077881" @default.
- W3208077881 workType "article" @default.