Diverse Beliefs and Time Variability of Risk Premia
Year of publication: |
2007-08
|
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Authors: | Kurz, Mordecai ; Motolese, Maurizio |
Institutions: | Stanford Institute for Economic Policy Research (SIEPR), Stanford University |
Subject: | Risk premium | heterogenous beliefs | market state of belief | asset pricing | Bayesian learning | updating beliefs | Rational Beliefs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 06-044 |
Classification: | D82 - Asymmetric and Private Information ; D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; E27 - Forecasting and Simulation |
Source: |
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