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Heterogeneous beliefs and asset pricing in discrete time : an analysis of pessimism and doubt
Jouini, Elyès; Napp, Clotilde - In: Journal of economic dynamics & control 30 (2006) 7, pp. 1233-1260
Persistent link: https://www.econbiz.de/10003336480
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Unbiased disagreement in financial markets, waves of pessimism and the risk-return trade-off
Jouini, Elyès; Napp, Clotilde - In: Review of finance : journal of the European Finance … 15 (2011) 3, pp. 575-601
Persistent link: https://www.econbiz.de/10009267140
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On portfolio choice with savoring and disappointment
Jouini, Elyès; Karehnke, Paul; Napp, Clotilde - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10010347864
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Behavioral biases and the representative agent
Jouini, Elyès; Napp, Clotilde - In: Theory and decision : an international journal for … 73 (2012) 1, pp. 97-123
Persistent link: https://www.econbiz.de/10009614000