Cross-sectional asset pricing with heterogeneous preferences and beliefs

DOI10.1016/J.JEDC.2015.06.003zbMath1401.91075OpenAlexW1708701026MaRDI QIDQ1657503

Simon Lysbjerg Hansen

Publication date: 13 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.06.003

zbMATH Keywords

asset pricingheterogeneous beliefscross-sectionheterogeneous preferences

Mathematics Subject Classification ID

Related Items (3)

Empirical properties of a heterogeneous agent model in large dimensions ⋮ Consumption-based CAPM with belief heterogeneity ⋮ Asset prices in segmented and integrated markets

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