Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends

DOI10.1016/j.jedc.2010.09.003zbMath1232.91266MaRDI QIDQ622243

Maozheng Guo, Duo Wang, Mei Zhu

Publication date: 31 January 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/stochastic-equilibria-of-an-asset-pricing-model-with-heterogeneous-beliefs-and-random-dividends(520a4b42-2efa-4af2-8989-074418ba0f71).html

zbMATH Keywords

stability; bifurcation; heterogeneous beliefs; random fixed points; random dividends

Mathematics Subject Classification ID

91B69: Heterogeneous agent models

Related Items

An evolutionary CAPM under heterogeneous beliefs

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