Financial Markets with Heterogeneous Beliefs

Elyès Jouini () and Clotilde Napp

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Abstract: cf. papiers 1) Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, 2) Strategic Beliefs et 3) Are risk averse agents more pessimistic: insights from a rational expectations model

Keywords: agrégation des croyances; anticipations rationnelles; croyances stratégiques; pessimisme; tolérance au risque (search for similar items in EconPapers)
Date: 2007
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Published in Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13, 2007, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00163475

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