Journal article

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Bruno Biais, Peter Bossaerts, Chester Spatt

Review of Financial Studies | OXFORD UNIV PRESS INC | Published : 2010

University of Melbourne Researchers


Funding Acknowledgements

We gratefully acknowledge the financial support from the Institute for Quantitative Research in Finance, a Moore grant at the California Institute of Technology, and the Swiss Finance Institute and the Financial Markets and Investment Banking Value Chain Chair, sponsored by the Federation Bancaire Francaise.