Explaining bond returns in heterogeneous agent models: The importance of higher-order moments

DOI10.1016/S0165-1889(99)00043-3zbMath0968.91023OpenAlexW3125469154MaRDI QIDQ1575613

N. Delaunay

Publication date: 21 August 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00043-3

zbMATH Keywords

meanvarianceborrowing constraintdiscount bond returns

Mathematics Subject Classification ID

Matching models (91B68)

Related Items (1)

The importance of the number of different agents in a heterogeneous asset-pricing model

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