Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
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Publication:956553
DOI10.1016/J.JEDC.2005.05.008zbMATH Open1200.91228OpenAlexW3121507059MaRDI QIDQ956553FDOQ956553
Authors: Elyès Jouini, Clotilde Napp 
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://halshs.archives-ouvertes.fr/halshs-00151536/en/
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Cites Work
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- Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
- Intertemporal asset pricing with heterogeneous beliefs
- An exploration of the effects of pessimism and doubt on asset returns.
- An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
- On Abel's concept of doubt and pessimism
- Effects of financial innovations on market volatility when beliefs are heterogeneous
Cited In (17)
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
- Disagreement, correlation and asset prices
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume
- Aggregation of heterogeneous beliefs
- An exploration of the effects of pessimism and doubt on asset returns.
- Whom should we believe? aggregation of heterogeneous beliefs
- Momentum and reversal in financial markets with persistent heterogeneity
- Consumption-based CAPM with belief heterogeneity
- Heterogeneous beliefs, monetary policy, and stock price volatility
- Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
- Survival in speculative markets
- Investor heterogeneity, asset pricing and volatility dynamics
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Outer synchronization for a class of discrete-time complex dynamic networks with unknown bounded interaction
- Intertemporal asset pricing with heterogeneous beliefs
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