Similar Search Results

Financial markets equilibrium with heterogeneous agents

Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; … - In: Review of finance : journal of the European Finance … 16 (2012) 1, pp. 285-321

Persistent link: https://www.econbiz.de/10009520598

Financial markets equilibrium with heterogeneous agents

Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; … - 2009

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion and in their time preference rate. We study the impact of investors heterogeneity on the...

Persistent link: https://www.econbiz.de/10003971310

Discounting and divergence of opinion

Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde - In: Journal of economic theory 145 (2010) 2, pp. 830-859

Persistent link: https://www.econbiz.de/10003972880

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

Aggregation of heterogeneous beliefs

Jouini, Elyès; Napp, Clotilde - In: Journal of mathematical economics 42 (2006) 6, pp. 752-770

Persistent link: https://www.econbiz.de/10003376556

Conditional comonotonicity

Jouini, Elyès; Napp, Clotilde - In: Decisions in economics and finance : DEF ; a journal of … 27 (2004) 2, pp. 153-166

Persistent link: https://www.econbiz.de/10003095209

Are risks averse agents more optimistic?

Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde; … - In: 33rd Seminar of the European Group of Risk and …, (pp. 4-22). 2007

Persistent link: https://www.econbiz.de/10003506295

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs

Jouini, Elyès; Napp, Clotilde - In: The review of economic studies 74 (2007) 4, pp. 1149-1174

Persistent link: https://www.econbiz.de/10003537515

Arbitrage and state price deflators in a general intertemporal framework

Jouini, Elyès; Napp, Clotilde; Schachermayer, Walter - In: Journal of mathematical economics 41 (2005) 6, pp. 722-734

Persistent link: https://www.econbiz.de/10003046061

Arbitrage with fixed costs and interest rate models

Jouini, Elyès; Napp, Clotilde - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 889-913

Persistent link: https://www.econbiz.de/10003402934

A service of the

zbw