Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets
Laurent-Emmanuel Calvet, Jean-Michel Grandmont, Isabelle Lemaire
| 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
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| Subject: | Asset pricing | Beliefs | Equity premium | General equilibrium | Representative agent | Risk sharing | Theorie | Theory | Allgemeines Gleichgewicht | Finanzmarkt | Financial market | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rie.2017.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041726