Pages that link to "Item:Q1606184"

The following pages link to A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184):

Displaying 36 items.

• Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
• The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
• Shaking the tree: an agency-theoretic model of asset pricing (Q665534) (← links)
• Heterogeneous beliefs, the term structure and time-varying risk premia (Q665723) (← links)
• On aggregation and representative agent equilibria (Q684175) (← links)
• The market for crash risk (Q844715) (← links)
• A model of financial markets with endogenously correlated rational beliefs (Q868620) (← links)
• A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
• Fuzzy options with application to default risk analysis for municipal bonds in China (Q1000050) (← links)
• A simple asset pricing model with social interactions and heterogeneous beliefs (Q1017039) (← links)
• Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Intertemporal asset pricing with heterogeneous beliefs (Q1327367) (← links)
• Heterogeneous beliefs, risk and learning in a simple asset pricing model (Q1610301) (← links)
• Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
• Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints (Q1752159) (← links)
• Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
• The behavior of individual and aggregate stock prices (Q1932545) (← links)
• Market selection with learning and catching up with the Joneses (Q1945041) (← links)
• Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
• Bubbles and persuasion with uncertainty over market sentiment (Q2178006) (← links)
• Voluntary information disclosure with heterogeneous beliefs (Q2246714) (← links)
• A dynamic stochastic model of asset pricing with heterogeneous beliefs (Q2267813) (← links)
• Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
• Asset pricing with flexible beliefs (Q2687881) (← links)
• Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
• Diverse beliefs (Q3145083) (← links)
• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Q4434336) (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
• GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
• An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects (Q5692535) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• Asset pricing with heterogeneous beliefs and illiquidity (Q5855961) (← links)