Pages that link to "Item:Q2919957"
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The following pages link to Financial markets equilibrium with heterogeneous agents (Q2919957):
Displaying 45 items.
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
- Competitive equilibrium on financial market (Q612103) (← links)
- Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- Live fast, die young: equilibrium and survival in large economies (Q825163) (← links)
- Aggregate stock market behavior and investors' low risk aversion (Q844720) (← links)
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
- Structure of financial markets and real indeterminacy of equilibria (Q909564) (← links)
- On Shapley-Shubik equilibria with financial markets (Q926220) (← links)
- On the dynamics of asset prices and portfolios in a multiperiod CAPM (Q943164) (← links)
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
- Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
- Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
- Heterogeneous beliefs, wealth accumulation, and asset price dynamics (Q1350469) (← links)
- Imperfect information and investor heterogeneity in the bond market (Q1571126) (← links)
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
- The importance of the number of different agents in a heterogeneous asset-pricing model (Q1589552) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
- `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors (Q1657450) (← links)
- Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← links)
- Long-run heterogeneity in an exchange economy with fixed-mix traders (Q1798803) (← links)
- Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann. (Q1885523) (← links)
- Estimation of asset demands by heterogeneous agents (Q1887928) (← links)
- Market selection with learning and catching up with the Joneses (Q1945041) (← links)
- Instability of financial markets and preference heterogeneity (Q1958423) (← links)
- Asset pricing in a pure exchange economy with heterogeneous investors (Q2024113) (← links)
- A general equilibrium model of investor sentiment (Q2083544) (← links)
- Equilibrium CEO contract with belief heterogeneity (Q2088614) (← links)
- Shareholder heterogeneity, asymmetric information, and the equilibrium manager (Q2143892) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Momentum and reversal in financial markets with persistent heterogeneity (Q2292037) (← links)
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors (Q2336455) (← links)
- Survival in speculative markets (Q2415982) (← links)
- A Multiplier Approach to Understanding the Macro Implications of Household Finance (Q3012095) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223) (← links)
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
- Market selection in large economies: A matter of luck (Q5225081) (← links)
- Dynamic Models of Financial Markets with Heterogeneous Agents (Q5358710) (← links)