A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents
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Cited by:
- Orlando Gomes, 2006. "Routes to chaos in macroeconomic theory," Journal of Economic Studies, Emerald Group Publishing, vol. 33(6), pages 437-468, November.
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More about this item
Keywords
Heterogeneity; Bounded rationality; Asset pricing; Expectations; Stochastic Optimal Control;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-10-18 (Corporate Finance)
- NEP-MIC-2004-10-18 (Microeconomics)
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