Learning to predict rationally when beliefs are heterogeneous

DOI10.1016/j.jedc.2003.05.001zbMath1201.91070OpenAlexW3125414420MaRDI QIDQ953703

Jan Wenzelburger

Publication date: 6 November 2008

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

Full work available at URL: https://pub.uni-bielefeld.de/record/2315241

zbMATH Keywords

learningheterogeneitybounded rationalityCAPMsecurity market line

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Heterogeneous agent models (91B69)

Related Items (12)

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