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Ethics / Mathematical finance / Behavioral finance / Critical thinking / Risk-neutral measure / Momentum / Futures contract / Valuation / Belief / Finance / Financial economics / Financial markets


Heterogeneous Beliefs in Finance: Discussion of "Momentum as an Outcome of Di erences in Higher Order Beliefs" by Banerjee, Kaniel and Kremer Stephen Morris Economics Department and Bendheim Center for Finance
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Document Date: 2007-01-03 21:57:02

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File Size: 60,67 KB

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Company

Du / Pearson / /

Currency

pence / /

IndustryTerm

risk neutral trader / /

Organization

Bendheim Center for Finance Princeton University AFA Winter Meetings Chicago / Banerjee / Kaniel and Kremer Stephen Morris Economics Department / /

Person

Stephen Morris / Raviv / /

Position

trader / risk neutral trader / /

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