A framework for CAPM with heterogeneous beliefs
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Publication:3569490
DOI10.1007/978-3-642-04023-8_19zbMATH Open1189.37108OpenAlexW1903512867MaRDI QIDQ3569490FDOQ3569490
Authors: Carl Chiarella, Roberto Dieci, Xue-Zhong He 
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
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- Heterogeneity in Financial Market Participation: Appraising its Implications for the C-CAPM*
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- An evolutionary CAPM under heterogeneous beliefs
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
- Beyond CAPM: estimating the cost of equity considering idiosyncratic risks
- Procedural rationality, asset heterogeneity and market selection
- Capital Structure under Heterogeneous Beliefs*
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