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Market stability switches in a continuous-time financial market with heterogeneous beliefs

Xue-Zhong He; Kai Li; Junjie Wei; Min Zheng
Year of publication:
2009
Authors: He, Xue-zhong ; Li, Kai ; Wei, Junjie ; Zheng, Min
Published in:
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 26.2009, 6, p. 1432-1442
Subject: CAPM
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