Financial Markets Equilibrium with Heterogeneous Agents*
Author:
Affiliation:
1. Caltech
2. CEREMADE, Université Paris-Dauphine
3. Swiss Finance Institute at EPFL
4. CNRS and Université Paris-Dauphine
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/16/1/285/26303679/rfr018.pdf
Reference46 articles.
1. Fragility of asymptotic agreement under Bayesian learning;Acemoglu,2009
2. A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk;Basak;Journal of Economic Dynamics and Control,2000
3. Asset pricing with heterogeneous beliefs;Basak;Journal of Banking and Finance,2005
4. Bounded rationality and asset pricing with intermediate consumption;Berrada;Review of Finance,2009
5. Heterogenous preferences and equilibrium trading volume;Berrada;Journal of Financial Economics,2007
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