Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets
Year of publication: |
2018
|
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Authors: | Calvet, Laurent E. ; Grandmont, Jean-Michel ; Lemaire, Isabelle |
Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 72.2018, 1, p. 117-146
|
Subject: | Asset pricing | Beliefs | Equity premium | General equilibrium | Representative agent | Risk sharing | Allgemeines Gleichgewicht | Finanzmarkt | Financial market | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Aggregation | Kapitalmarkttheorie | Financial economics |
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