Asset Pricing Restrictions on Predictability: Frictions Matter.
Frans de RoonMarta SzymanowskaPublished in: Manag. Sci. (2012)
Keyphrases
- financial markets
- distributional assumptions
- convertible bonds
- mechanism design
- profit maximization
- asset allocation
- social networks
- artificial intelligence
- expert systems
- stock market
- multi agent
- real time
- transaction costs
- portfolio management
- pricing strategies
- pricing model
- multiscale
- optimal pricing
- search engine