Heterogeneous beliefs, wealth accumulation, and asset price dynamics
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Publication:1350469
DOI10.1016/0165-1889(95)00890-XzbMath0875.90055MaRDI QIDQ1350469
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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- Optimum consumption and portfolio rules in a continuous-time model
- ARCH modeling in finance. A review of the theory and empirical evidence
- Evolution and market behavior
- Evolutionary dynamics with aggregate shocks
- An Intertemporal Capital Asset Pricing Model
- Stochastic differential equations. An introduction with applications.
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