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Dr. Anke Gerber - Publications

Oberassistentin


PLD-H03, Plattenstr. 32, 8032 Zürich

Publications

Journal Articles (3)

Modelling Alpha in a CAPM with Heterogenous Beliefs
Thorsten Hens, Anke Gerber
In: Journal of Finance and Economics , Vol. 5 (No. 2), p. 1-21, August 2017.


Dynamic general equilibrium and T-period fund separation
Thorsten Hens, Anke Gerber, Peter Woehrmann
In: Journal of Financial and Quantitative Analysis, Vol. 45 (No. 2), p. 369-400, February 2010.


Rational investor sentiment in a repeated stochastic game with imperfect monitoring
Anke Gerber, Thorsten Hens, Bodo Vogt
In: Journal of Economic Behavior & Organization, Vol. 76 (No. 3), p. 669-704, 2010.


Working Papers (2)

Coordination in a Repeated Stochastic Game with Imperfect Monitoring
Anke Gerber, Thorsten Hens, Bodo Vogt
Working paper series / Institute for Empirical Research in Economics, No. 126, January 2006.


Modelling Alpha-Opportunities Within the CAPM
Thorsten Hens, Anke Gerber
NCCR FinRisk Working Paper Series, No. 317, 2006.