Hendri Adriaens

CentERdata, Tilburg University

NL-5000 LE Tilburg

Netherlands

  • CentERdata, Tilburg University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Ambiguity, no Arbitrage, and the Limits to Rational Expectations

Number of pages: 36 Posted: 06 Mar 2008
Hendri Adriaens, Bas Donkers and Bertrand Melenberg
CentERdata, Tilburg University, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University - Center for Economic Research (CentER)
Downloads 253 (232,363)
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Asset pricing, ambiguity, rational expectations, behavioral finance

2.

The CAPM with Endogenous Beliefs

AFA 2009 San Francisco Meetings Paper
Number of pages: 32 Posted: 06 Mar 2008
Hendri Adriaens, Bas Donkers and Bertrand Melenberg
CentERdata, Tilburg University, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University - Center for Economic Research (CentER)
Downloads 197 (294,336)

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Asset pricing, CAPM, endogenous beliefs