Diversification effect of heterogeneous beliefs

DOI10.1007/978-3-642-16943-4_4zbMATH Open1218.91130OpenAlexW147381954MaRDI QIDQ5198546FDOQ5198546

Authors: Xue-Zhong He, Lei Shi 

Publication date: 8 August 2011

Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-16943-4_4

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heterogeneous agent models (91B69)

Cited In (4)

• On the performance of efficient portfolios
• Optimal Portfolio Choice under Heterogeneous Beliefs
• Investment policy with heterogeneous beliefs of investors
• Diversification preferences in the theory of choice

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