Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt
Year of publication: |
2006-07
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Authors: | Jouini, Elyès ; Napp, Clotilde |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Beliefs Heterogeneity | Consensus | Pessimism | Asset Pricing |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Economic Dynamics and Control, 2006, Vol. 30, no. 7. pp. 1233-1260.Length: 27 pages |
Classification: | G12 - Asset Pricing ; D80 - Information and Uncertainty. General |
Source: |
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Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
Jouini, Elyès, (2007)
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Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.
Jouini, Elyès, (2007)
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Napp, Clotilde, (2009)
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Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
Jouini, Elyès, (2007)
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Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
Jouini, Elyès, (2013)
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Evolutionary beliefs and financial markets
Napp, Clotilde, (2013)
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