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Intertemporal Asset Pricing with Heterogeneous Beliefs · Study

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ArticleIntertemporal Asset Pricing with Heterogeneous Beliefs

Jerome B. Detemple1994

Article1994

Intertemporal Asset Pricing with Heterogeneous Beliefs

Jerome B. Detemple · Shashidhar Murthy

361 citations·0/0 files stored·Journal of Economic Theory

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Economic theories and models Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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2005Asset pricing with heterogeneous beliefs 2000A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk 2003A two-person dynamic equilibrium under ambiguity 2013Asset Prices with Heterogeneity in Preferences and Beliefs 2007Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 2008Natural Selection in Financial Markets: Does It Work?2008The Role of Portfolio Constraints in the International Propagation of Shocks 2000Continuous‐Time Methods in Finance: A Review and an Assessment

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Year1994

Typearticle

Published1994-04-01

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations361

Files0 public / 0

ShelfEconomic theories and models

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doi10.1006/jeth.1994.1017

openalex_workW2008464074

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