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Publications by Alessandro Beber

Pricing Liquidity Risk With Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis

English

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Chosen Measures for Pricing Liquidity

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Mark-To-Market Accounting and Liquidity Pricing

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Portfolio Rebalancing and Asset Pricing With Heterogeneous Inattention

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Heterogeneous Beliefs, Risk, and Learning in a Simple Asset-Pricing Model With a Market Maker

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