Rationality and asset prices under belief heterogeneity

Author:

Giachini DanieleORCID

Funder

H2020 Future and Emerging Technologies

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference45 articles.

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2. Berk RH (1966) Limiting behavior of posterior distributions when the model is incorrect. The Annals of Mathematical Statistics 37(1):51–58

3. Beygelzimer A, Langford J, Pennock DM (2012) Learning performance of prediction markets with kelly bettors. In: Proceedings of the 11th international conference on autonomous agents and multiagent systems-Volume 3, International Foundation for Autonomous Agents and Multiagent Systems, pp 1317–1318

4. Blume L, Easley D (1992) Evolution and market behavior. J Econ Theory 58:9–40

5. Blume L, Easley D (2006) If you are so smart why aren’t you rich? Belief selection in complete and incomplete markets. Econometrica 74:929–966

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