Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt

Journal of Economic Dynamics and Control

Volumn 30, Issue 7, 2006, Pages 1233-1260

  Jouini, Elyès ^a   Napp, Clotilde ^b  

^a INSTITUT UNIVERSITAIRE DE FRANCE   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Asset pricing; Beliefs; Consensus; Heterogeneity; Pessimism

Indexed keywords

EID: 33744906299     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.05.008     Document Type: Article

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