Asset pricing with heterogeneous agents and long-run risk
Walter Pohl, Karl Schmedders, Ole Wilms
| Year of publication: |
2021
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|---|---|
| Authors: | Pohl, Walter ; Schmedders, Karl ; Wilms, Ole |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 3, p. 941-964
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| Subject: | Asset pricing | Belief differences | Heterogeneous agents | Long-run risk | Recursive preferences | CAPM | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Präferenztheorie | Theory of preferences | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259610