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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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Do heterogeneous beliefs diversify market risk?
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
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Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432
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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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Impact of heterogeneous beliefs and short sale constraints on security issuance decisions
Wang, Yahua; Xu, Feng; Hu, Angang - In: Economic modelling 30 (2013), pp. 539-545
Persistent link: https://www.econbiz.de/10009708852
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Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
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Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
Qin, Zhenjiang - In: Journal of banking & finance 37 (2013) 12, pp. 4675-4694
Persistent link: https://www.econbiz.de/10010341611
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Asset price dynamics with heterogeneous beliefs and local network interactions
Panchenko, Valentyn; Gerasymchuk, Sergiy; Pavlov, Oleg V. - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2623-2642
Persistent link: https://www.econbiz.de/10010348113
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Gurus and belief manipulationh
Jouini, Elyès; Napp, Clotilde - In: Economic modelling 49 (2015), pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
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Optimal reinsurance with heterogeneous reference probabilities
Boonen, Tim J. - In: Risks : open access journal 4 (2016) 3, pp. 1-11
This paper studies the problem of optimal reinsurance contract design. We let the insurer use dual utility, and the premium is an extended Wang's premiumprinciple. The novel contribution is that we allow for heterogeneity in the beliefs regarding the underlying probability distribution. We...
Persistent link: https://www.econbiz.de/10011507657