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A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk

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  • Basak, Suleyman

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  • Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 63-95, January.
    • Handle: RePEc:eee:dyncon:v:24:y:2000:i:1:p:63-95
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    15. Huang, Chi-fu, 1987. "An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information," Econometrica, Econometric Society, vol. 55(1), pages 117-142, January.
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