Consumption-based CAPM with belief heterogeneity
Year of publication: |
April 2016
|
---|---|
Authors: | Shi, Lei |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 65.2016, p. 30-46
|
Subject: | Belief heterogeneity | CCAPM | Risk-return relationship | CAPM | Theorie | Theory | Erwartungsbildung | Expectation formation | Risiko | Risk |
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