Consensus Consumer and Intertemporal Asset Pricing With Heterogeneous Beliefs

Review of Economic Studies - United Kingdom
doi 10.1111/j.1467-937x.2007.00439.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Oxford University Press (OUP)

Related search

Do Heterogeneous Beliefs Matter for Asset Pricing?

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2005English

Heterogeneous Beliefs, Risk, and Learning in a Simple Asset-Pricing Model With a Market Maker

Macroeconomic Dynamics
EconomicsEconometrics
2003English

Portfolio Rebalancing and Asset Pricing With Heterogeneous Inattention

SSRN Electronic Journal
2017English

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Equilibrium Asset Pricing and Portfolio Choice With Heterogeneous Preferences

SSRN Electronic Journal
2009English

Intertemporal Asset Pricing: Preliminary Evidence From an Emerging Economy

Lahore Journal of Business
2013English

Asset Pricing With Heterogeneous Consumers and Limited Participation: Empirical Evidence

Journal of Political Economy
EconomicsEconometrics
2002English

Asset Pricing With Heterogeneous Consumers and Limited Participation: Empirical Evidence

SSRN Electronic Journal
2000English

Heterogeneous Beliefs and the Cross Section of Asset Returns

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy