Asset pricing in a pure exchange economy with heterogeneous investors

DOI10.1007/s11579-020-00266-xzbMath1461.91329OpenAlexW3032622209MaRDI QIDQ2024113

Xinfeng Ruan, Jin E. Zhang

Publication date: 3 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-020-00266-x

zbMATH Keywords

asset pricingequilibriumperturbation methodsheterogeneous preferences

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

Cites Work

• Ambiguity, Learning, and Asset Returns
• Financial Markets Equilibrium with Heterogeneous Agents*
• Asset Prices in an Exchange Economy

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