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MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
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MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES (2005)MEAN VARIANCE PREFERENCES, EXPECTATIONS F…HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (2003)HETEROGENEOUS BELIEFS, RISK, …Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002)Heterogeneous Beliefs, Risk a…Dynamics of beliefs and learning under -processes — the heterogeneous case (2002)Dynamics of beliefs and learn…Chapter 7 Learning dynamics (1999)Chapter 7 Learning dynamicsHeterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Financial Economics (1997)Financial EconomicsA Rational Route to Randomness (1997)A Rational Route to RandomnessStationary Markov Equilibria (1994)Stationary Markov EquilibriaLearning Equilibria (1994)Learning EquilibriaConvergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…A Multiperiod Equilibrium Asset Pricing Model (1978)A Multiperiod Equilibrium Ass…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)A Stochastic Approximation Method (1951)The monetary dynamics of hyperinflation (1956)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Strategic Trading When Agents Forecast the Forecasts of Others (1996)On economic applications of evolutionary game theory (1998)Robust Permanent Income and Pricing (1999)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Liquidity Constrained Markets Versus Debt Constrained Markets (2001)Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral (2003)The dynamics of city formation (2008)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Guaranteed Annuity Options (2003)Reward–risk portfolio selection and stochastic dominance (2004)The Impact of board characteristics on Firm Performance: Evidence from Nonfinancial Listed Companies in Kuwaiti Stock Exchange (2012)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1994Stationary Markov Equilibria276 cited
  • 1997Financial Economics233 cited
  • 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model225 cited
  • 2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER173 cited
  • 1978A Multiperiod Equilibrium Asset Pricing Model112 cited
  • 1999Chapter 7 Learning dynamics91 cited
  • 1994Learning Equilibria79 cited
  • 2002

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Dynamics of beliefs and learning under -processes — the heterogeneous case
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