Can heterogeneous agent models explain the alleged mispricing of the S&P 500?

Thomas Lux

Quantitative Finance, 2021, vol. 21, issue 9, 1413-1433

Abstract: Models with heterogeneous agents go some way in explaining the bi-modality of the distortion between the S&P 500 and its ex-post rational fundamental value

Date: 2021
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DOI: 10.1080/14697688.2021.1909744

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