Pages that link to "Item:Q2919957"

The following pages link to Financial Markets Equilibrium with Heterogeneous Agents* (Q2919957):

Displaying 19 items.

• How suboptimal are linear sharing rules? (Q315471) (← links)
• Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
• Live fast, die young: equilibrium and survival in large economies (Q825163) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
• Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← links)
• Long-run heterogeneity in an exchange economy with fixed-mix traders (Q1798803) (← links)
• Market selection with learning and catching up with the Joneses (Q1945041) (← links)
• Asset pricing in a pure exchange economy with heterogeneous investors (Q2024113) (← links)
• Equilibrium CEO contract with belief heterogeneity (Q2088614) (← links)
• Shareholder heterogeneity, asymmetric information, and the equilibrium manager (Q2143892) (← links)
• Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
• Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
• Momentum and reversal in financial markets with persistent heterogeneity (Q2292037) (← links)
• Survival in speculative markets (Q2415982) (← links)
• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
• DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223) (← links)
• GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
• Market selection in large economies: A matter of luck (Q5225081) (← links)