A Framework for CAPM with Heterogeneous Beliefs

DOI10.1007/978-3-642-04023-8_19zbMath1189.37108OpenAlexW1903512867MaRDI QIDQ3569490

Carl Chiarella, Xue-Zhong He, Roberto Dieci

Publication date: 21 June 2010

Published in: Nonlinear Dynamics in Economics, Finance and Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04023-8_19

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10)

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