A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk

Journal of Economic Dynamics and Control

Volumn 24, Issue 1, 2000, Pages 63-95

  Basak, Suleyman ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Asset pricing; C60; D51; D90; Equilibrium; Extraneous risk; G12; Heterogeneous beliefs

Indexed keywords

EID: 0013065419     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(98)00064-5     Document Type: Article

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