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Investor heterogeneity, asset pricing and volatility dynamics
David Weinbaum
Research output
:
Contribution to journal
›
Article
›
peer-review
23
Scopus citations
Overview
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Dive into the research topics of 'Investor heterogeneity, asset pricing and volatility dynamics'. Together they form a unique fingerprint.
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Mathematics
Asset Pricing
100%
Volatility
71%
Risk Aversion
62%
Volatility Clustering
38%
Risk Sharing
37%
Stock Returns
31%
Implied Volatility
31%
Predictability
28%
Welfare
28%
ARCH Models
28%
Hedging
27%
Leverage
26%
Market
21%
Skew
19%
Completeness
17%
Characterization
11%
Business & Economics
Investors
74%
Asset Pricing
67%
Risk Preferences
40%
Risk Aversion
37%
Market Completeness
35%
Implied Volatility Skew
34%
Volatility Clustering
26%
Predictability
26%
Representative Agent
26%
ARCH Models
24%
Individual Investors
23%
Welfare Gains
23%
Risk Sharing
22%
Option Prices
22%
Trading Volume
21%
Hedging
19%
Stock Returns
17%
Characterization
16%
Leverage
16%
Engineering & Materials Science
Costs
24%