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Intertemporal Asset Pricing with Heterogeneous Beliefs
0 references·16 citing·47 second hopsampled
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  • 2011Predictability of Returns and Cash Flows199 cited
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  • 2014A Welfare Criterion For Models With Distorted Beliefs*198 cited
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  • 1997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints167 cited
  • 2008Liquidity and Market Crashes163 cited
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Equilibrium Mispricing in a Capital Market with Portfolio Constraints
162 cited
  • 2017Why Does Return Predictability Concentrate in Bad Times?160 cited