Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker

Macroeconomic Dynamics

Volumn 7, Issue 4, 2003, Pages 503-536

  Chiarella, Carl ^a   He, Xue Zhong ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Asset Pricing; Geometric Decay Learning Process; Heterogeneous Beliefs; Market Maker

Indexed keywords

EID: 0141859796     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100502020114     Document Type: Article

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