Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
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Publication:622243
DOI10.1016/j.jedc.2010.09.003zbMath1232.91266MaRDI QIDQ622243
Maozheng Guo, Duo Wang, Mei Zhu
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/stochastic-equilibria-of-an-asset-pricing-model-with-heterogeneous-beliefs-and-random-dividends(520a4b42-2efa-4af2-8989-074418ba0f71).html
91B69: Heterogeneous agent models
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