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
DOI: 10.1093/rfs/hhp113
Grants
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.