Prices and Portfolio Choices in Financial Markets: Theory and Experiments
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Bibliographic InfoPaper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 840.
Date of creation: 01 Mar 2005
Date of revision:
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Web page: http://www.econ.ucla.edu/
Other versions of this item:
- Peter Bossaerts & Charles Plott & William R. Zame, 2006. "Prices and Portfolio Choices in Financial Markets: Theory and Experiment," Levine's Bibliography 122247000000001322, UCLA Department of Economics.
- NEP-ALL-2006-02-19 (All new papers)
- NEP-EXP-2006-02-19 (Experimental Economics)
- NEP-FMK-2006-02-19 (Financial Markets)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Bossaerts, Peter & Plott, Charles R., 2000. "Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets," Working Papers 1070, California Institute of Technology, Division of the Humanities and Social Sciences.
- Bossaerts, Peter & Plott, Charles, 2000. "Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets," CEPR Discussion Papers 2578, C.E.P.R. Discussion Papers.
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- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006.
"On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach,"
2006/23, Department of Business and Management Science, Norwegian School of Economics.
- Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
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- Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010.
"Ambiguity in Asset Markets: Theory and Experiment,"
Review of Financial Studies,
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