Do heterogeneous beliefs diversify market risk?
Year of publication: |
2011
|
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Authors: | Chiarella, Carl ; Dieci, Roberto ; He, Xue-zhong |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 3/4, p. 241-258
|
Subject: | heterogeneous beliefs | CAPM | mean-variance analysis | diversification | Miller's hypothesis | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation |
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