Optimal Portfolio Choice under Heterogeneous Beliefs

DOI10.1023/A:1009876209659MaRDI QIDQ2707033zbMATH OpenFDO

Authors Alexandre Ziegler

Publication date 28 March 2001

Published in European Finance Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1009876209659

zbMATH Keywords

hedgingheterogeneous beliefsportfolio choice

Mathematics Subject Classification ID

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(16)

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• Estimation of asset demands by heterogeneous agents
• Investment policy with heterogeneous beliefs of investors
• Incomplete information equilibria: separation theorems and other myths
• Dynamic portfolio choice with heterogeneous beliefs
• scientific article; zbMATH DE number 2127976 (Why is no real title available?)
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• Investors and markets. Portfolio choices, asset prices, and investment advice
• Heterogeneity and portfolio choice
• Multiple partial adjustment of portfolios under rational expectations
• An experimental examination of portfolio choice
• Diversification effect of heterogeneous beliefs
• Beliefs regarding fundamental value and optimal investing
• On the performance of efficient portfolios

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