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Equilibrium driven by discounted dividend volatility
Cvitanić, Jakša, (2009)
Portfolio choice and trading volume with loss-averse investors
Gomes, Francisco J., (2005)
Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid, (2002)
Mean-variance analysis and the Modified Market Portfolio
Wenzelburger, Jan, (2020)
Perfect forecasting, behavioral heterogeneities, and asset prices
Wenzelburger, Jan, (2009)
Learning in linear models with expectational leads
Wenzelburger, Jan, (2006)