Heterogeneous beliefs, limited participation and flight-to-quality
Year of publication: |
2021
|
---|---|
Authors: | Huang, Hui ; Wang, Yanjie ; Zhang, Shunming |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 22.2021, 2, p. 467-524
|
Subject: | ambiguity aversion | general equilibrium | non-participation | asset allocation | CAPM analysis | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
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