Affine Disagreement and Asset Pricing
Models of heterogeneous beliefs can generate rich implications for trading and asset pricing (see Suleyman Basak 2005 for a recent survey). When studying such models, aggregation often leads to difficulty in computing equilibrium outcomes. In this paper, we introduce a flexible framework to mo...
| 主要な著者: | , , |
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| その他の著者: | |
| フォーマット: | 論文 |
| 言語: | en_US |
| 出版事項: |
American Economic Association
2011
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| オンライン･アクセス: | http://hdl.handle.net/1721.1/65929 https://orcid.org/0000-0001-9605-641X |