Savitar Sundaresan

Columbia University

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More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency

CEPR Discussion Paper No. DP14843
Number of pages: 65 Posted: 16 Jun 2020
Adrian Buss and Savitar Sundaresan
INSEAD - Finance and Columbia University
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Abstract:

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asset allocation, Asset Pricing, Informational efficiency, passive investing, Risk Taking