Information Acquisition and Portfolio Underdiversification

Laura Veldkamp and Stijn Van Nieuwerburgh

No 77, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: asymmetric information; learning; information theory; portfolio theory; asset pricing (search for similar items in EconPapers)
JEL-codes: G11 G12 G14 (search for similar items in EconPapers)
Date: 2005
New Economics Papers: this item is included in nep-fin
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Citations: View citations in EconPapers (20)

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