Pages that link to "Item:Q1606184"

The following pages link to A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184):

Displaying 23 items.

• Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
• The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
• Heterogeneous beliefs, the term structure and time-varying risk premia (Q665723) (← links)
• On aggregation and representative agent equilibria (Q684175) (← links)
• The market for crash risk (Q844715) (← links)
• A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
• Fuzzy options with application to default risk analysis for municipal bonds in China (Q1000050) (← links)
• Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
• Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
• The behavior of individual and aggregate stock prices (Q1932545) (← links)
• Market selection with learning and catching up with the Joneses (Q1945041) (← links)
• Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
• Bubbles and persuasion with uncertainty over market sentiment (Q2178006) (← links)
• Voluntary information disclosure with heterogeneous beliefs (Q2246714) (← links)
• Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
• Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
• Diverse beliefs (Q3145083) (← links)
• GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)