Cross-sectional asset pricing with heterogeneous preferences and beliefs
Year of publication: |
September 2015
|
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Authors: | Hansen, Simon Lysbjerg |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 58.2015, p. 125-151
|
Subject: | Asset pricing | Heterogeneous preferences | Heterogeneous beliefs | Cross-section | Präferenztheorie | Theory of preferences | CAPM | Erwartungsbildung | Expectation formation | Kapitalmarkttheorie | Financial economics | Risikoaversion | Risk aversion | Allgemeines Gleichgewicht | General equilibrium | Börsenkurs | Share price |
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