Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy
Year of publication: |
April 2016
|
---|---|
Authors: | Chien, YiLi ; Cole, Harold L. ; Lustig, Hanno |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 20.2016, p. 215-239
|
Subject: | Portfolio restrictions | Asset pricing | Heterogeneous beliefs | Aggregation | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | CAPM | Kapitalanlage | Financial investment | Risiko | Risk | Wertpapierhandel | Securities trading | Vermögen | Wealth | Anlageverhalten | Behavioural finance |
-
Chien, YiLi, (2014)
-
Chien, YiLi, (2014)
-
Chien, YiLi, (2014)
- More ...
-
Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi, (2009)
-
A multiplier approach to understanding the macro implications of household finance
Chien, YiLi, (2007)
-
A multiplier approach to understanding the macro implications of household finance
Chien, YiLi, (2011)
- More ...