Asset pricing with flexible beliefs

DOI10.1515/SNDE-2013-0110zbMath1506.91171OpenAlexW2281560030MaRDI QIDQ2687881

Christos Axioglou, Spyros Skouras

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2013-0110

zbMATH Keywords

learningasset pricingevolutionbehavioral finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

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• Bayesian Analysis of DSGE Models
• Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning

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