Asset pricing with overconfident traders and information correlation ambiguity

DENG Qingyuan, LIU Zhou, ZHANG Shunming

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (7) : 1755-1769.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (7) : 1755-1769. DOI: 10.12011/SETP2021-1998

Asset pricing with overconfident traders and information correlation ambiguity

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(7): 1755-1769 https://doi.org/10.12011/SETP2021-1998

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