Pages that link to "Item:Q1042361"

The following pages link to Investor heterogeneity, asset pricing and volatility dynamics (Q1042361):

Displaying 8 items.

• How suboptimal are linear sharing rules? (Q315471) (← links)
• Incomplete markets and derivative assets (Q315796) (← links)
• Equilibrium open interest (Q608910) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders (Q1994238) (← links)
• A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
• HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503) (← links)
• Actuarial fairness and social welfare in mixed-cohort tontines (Q6171956) (← links)