Affiner les résultats

Essays in asset pricing

Vedolin, Andrea Claudia ; Trojani, Fabio (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2010 ; 2010ECO008.

My dissertation aims at understanding the impact of uncertainty and disagreement on asset prices. It contains three main chapters. Chapter One gives a general introduction into the topic of partial information and heterogeneous beliefs. Chapter Two explains the link between credit spreads and the heterogeneous formation of expectations in an economy where agents with different perception of...