Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
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Publication:622243
DOI10.1016/J.JEDC.2010.09.003zbMATH Open1232.91266OpenAlexW2011919941MaRDI QIDQ622243FDOQ622243
Maozheng Guo, Duo Wang, Mei Zhu
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics and 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
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Cited In (5)
- Practical exponential stability of stochastic age-dependent capital system with Lévy noise
- An evolutionary CAPM under heterogeneous beliefs
- Procedural rationality, asset heterogeneity and market selection
- Asymptotic shareholder unanimity with exogenous noise
- A dynamic stochastic model of asset pricing with heterogeneous beliefs
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