Diversification effect of heterogeneous beliefs

DOI10.1007/978-3-642-16943-4_4MaRDI QIDQ5198546zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(6)

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

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