How money illusions and heterogeneous beliefs affect asset prices
Year of publication: |
2018
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Authors: | Ma, Chaoqun ; Wang, Hailong ; Cheng, Fengchao ; Hu, Duni |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 167-192
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Subject: | Asset pricing | Heterogeneous belief | Malliavin derivative | Money illusion | Portfolio plan | Theorie | Theory | CAPM | Geldillusion | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Derivat | Derivative |
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