An experimental test on asset pricing and consumption smoothing

• المؤلفون الرئيسيون: Ding, Lu, Li, Pengjia, Pang, Jiacheng
• مؤلفون آخرون: Yohanes Eko Riyanto
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2015
• الموضوعات: DRNTU::Business::Finance::Asset allocation
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/63110

Our research is intended to demonstrate how one could implement consumption-based asset pricing models in the controlled conditions of the laboratory. We wish to inform the literature about which naturally occurring markets are more prone to experience “mis-pricing” in asset markets. We want to unde...