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)
New Economics Papers: this item is included in nep-fin
Date: 2005
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