Hétérogénéité des croyances et équilibre des marchés financiers
Editor
- Jouini, Elyès
Author
Abstract
Suggested Citation
Note: dissertation
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References listed on IDEAS
- Williams, Joseph T., 1977. "Capital asset prices with heterogeneous beliefs," Journal of Financial Economics, Elsevier, vol. 5(2), pages 219-239, November.
- Zapatero, Fernando, 1998. "Effects of financial innovations on market volatility when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 597-626, April.
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More about this item
Keywords
Equilibrium; Risk Aversion; Primes de risques; Rentabilité; Beliefs Heterogeneity;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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