Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion

Elyès Jouini (), Selima Benmansour and Clotilde Napp
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Selima Benmansour: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Abstract: cf. papiers Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, Is there a pessimistic bias in individual beliefs ? Evidence from survey data et Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach

Keywords: heterogeneous; beliefs (search for similar items in EconPapers)
Date: 2006
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Published in Séminaire D'Economie, Finance, et Ingénierie Financière, HEC Montréal, 2006, Montréal, Canada

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00163595

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