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Active and Passive Investing: Understanding Samuelson’s Dictum
[A noisy rational expectations equilibrium for multi-asset securities markets]

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  • Nicolae Gârleanu
  • Lasse Heje Pedersen

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  • Nicolae Gârleanu & Lasse Heje Pedersen, 2022. "Active and Passive Investing: Understanding Samuelson’s Dictum [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 389-446.
    • Handle: RePEc:oup:rasset:v:12:y:2022:i:2:p:389-446.
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    File URL: http://hdl.handle.net/10.1093/rapstu/raab020
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    References listed on IDEAS

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    3. Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne, 2023. "Sensitivity to measurement errors of the distance to the efficient frontier," LIDAM Discussion Papers ISBA 2023017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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