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Segmentation and beliefs: a theory of self-fulfilling idiosyncratic risk - MaRDI portal

Segmentation and beliefs: a theory of self-fulfilling idiosyncratic risk

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Publication:6664615

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DOI10.1016/j.jet.2024.105954MaRDI QIDQ6664615

Paymon Khorrami, Alexander K. Zentefis

Publication date: 16 January 2025

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

multiple equilibria asset pricing volatility idiosyncratic risk segmented markets

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

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