Financial market equilibria with heterogeneous agents: CAPM and market segmentation.
Year of publication: |
2011-09
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Authors: | Vigna, Matteo Del |
Institutions: | Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze |
Subject: | asset pricing | heterogeneous agents | capital asset pricing model | cumulative prospect theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2011-08 21 pages |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D53 - Financial Markets ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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