Financial Markets Equilibrium with Heterogeneous Agents*

DOI10.1093/rof/rfr018zbMath1250.91106OpenAlexW3125261299MaRDI QIDQ2919957

Elyès Jouini, Jakša Cvitanić, Clotilde Napp, Semyon Malamud

Publication date: 23 October 2012

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00488537/file/Financial_market.pdf

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Microeconomic theory (price theory and economic markets) (91B24) Heterogeneous agent models (91B69)

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