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Intertemporal Asset Pricing with Heterogeneous Beliefs

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Author Info
Detemple Jerome
Murthy Shashidhar
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File URL: http://www.sciencedirect.com/science/article/B6WJ3-45P0KMT-22/2/09a4f9e0c3d482d2b5c9b44c45f156a1
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 62 (1994)
Issue (Month): 2 (April)
Pages: 294-320
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Handle: RePEc:eee:jetheo:v:62:y:1994:i:2:p:294-320

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Web page: http://www.elsevier.com/locate/inca/622869

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  2. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis," Research Paper Series 186, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  3. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860. [Downloadable!]
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  4. Xue-Zhong He & Lei Shi, 2008. "Heterogeneity, Bounded Rationality and Market Dysfunctionality," Research Paper Series 233, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  5. Giordani, Paolo & Söderlind, Paul, 2003. "Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel," CEPR Discussion Papers 4068, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  6. Carl Chiarella & Roberto Dieci & Tony He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006 108, Society for Computational Economics. [Downloadable!]
  7. Frank Riedel, 2004. "Heterogeneous time preferences and interest rates--the preferred habitat theory revisited," European Journal of Finance, Taylor and Francis Journals, vol. 10(1), pages 3-22, February. [Downloadable!] (restricted)
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  8. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine. [Downloadable!]
  9. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers 6647, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  10. Jennifer Huang & Jiang Wang, 2008. "Market Liquidity, Asset Prices and Welfare," NBER Working Papers 14058, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Post-Print halshs-00176594_v1, HAL. [Downloadable!]
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  12. Pavlova, Anna & Rigobon, Roberto, 2004. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  13. William N. Goetzmann & Massimo Massa, 2000. "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers 7567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  14. Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  17. Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  18. Elyès Jouini & Clotilde Napp, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt," Post-Print halshs-00176500_v1, HAL. [Downloadable!]
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  19. A. A. Brown, 2009. "Heterogeneous Beliefs with Partial Observations," Quantitative Finance Papers 0907.4950, arXiv.org. [Downloadable!]
  20. Paul Söderlind, 2008. "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008 2008-11, Department of Economics, University of St. Gallen. [Downloadable!]
  21. Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
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