himaginary https://blog.hatena.ne.jp/himaginary/ himaginary’s diary https://himaginary.hatenablog.com/ 経済 「Real Anomalies」というNBER論文が上がっている（ungated版）。著者はJules H. van Binsbergen、Christian C. Oppy（いずれもペンシルベニア大）。 以下はその要旨。 We examine the importance of asset pricing anomalies (alphas) for the real economy. We develop a novel quantitative model with lumpy investment that features such informational inefficien… 190 <iframe src="https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20170315%2FReal_Anomalies" title="実体アノマリー - himaginary’s diary" class="embed-card embed-blogcard" scrolling="no" frameborder="0" style="display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;"></iframe> Hatena Blog https://hatena.blog 2017-03-15 00:00:00 rich https://himaginary.hatenablog.com/entry/20170315/Real_Anomalies 1.0 100%