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Capital Market Equilibrium for a Class of Heterogeneous Expectations in a Two-Parameter World

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  • Gonedes, Nicholas J

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  • Gonedes, Nicholas J, 1976. "Capital Market Equilibrium for a Class of Heterogeneous Expectations in a Two-Parameter World," Journal of Finance, American Finance Association, vol. 31(1), pages 1-15, March.
    • Handle: RePEc:bla:jfinan:v:31:y:1976:i:1:p:1-15
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    Cited by:

    1. Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018. "Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets," Research in Economics, Elsevier, vol. 72(1), pages 117-146.
    2. Penaranda, Francisco, 2007. "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics 24481, London School of Economics and Political Science, LSE Library.
    3. Roßbach, Peter, 2001. "Behavioral finance: eine Alternative zur vorherrschenden Kapitalmarkttheorie?," Frankfurt School - Working Paper Series 31, Frankfurt School of Finance and Management.
    4. Du, Ke & Fu, Yishu & Qin, Zhenjiang & Zhang, Shuoxun, 2020. "Regime shift, speculation, and stock price," Research in International Business and Finance, Elsevier, vol. 52(C).
    5. repec:dau:papers:123456789/78 is not listed on IDEAS
    6. Ning Sun & Zaifu Yang, 2003. "Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 51-71, May.

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