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A Model of financial markets with endogenously correlated rational beliefs
Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 30 (2007) 3, pp. 431-452
Persistent link: https://www.econbiz.de/10003421632
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Welfare effects of short-sale constraints under heterogeneous beliefs
Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 53 (2013) 2, pp. 283-314
Persistent link: https://www.econbiz.de/10009752720
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Modelling exchange of probabilistic opinions
Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 21 (2003) 2/3, pp. 697-727
Persistent link: https://www.econbiz.de/10001732964
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Market equilibrium with heterogeneous recursive-utility-maximizing agents
Ma, Chenghu - In: Economic theory : official journal of the Society for … 3 (1993) 2, pp. 243-266
Persistent link: https://www.econbiz.de/10001142106
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Preferences over location-scale family
Wong, Wing-Keung; Ma, Chenghu - In: Economic theory : official journal of the Society for … 37 (2008) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10003737306